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subject:"Option pricing theory"
~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
~person:"Madan, Dilip B."
~person:"Molent, Andrea"
~subject:"Gaussian process regression"
~subject:"Hedging"
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Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Decisions in economics and finance : a journal of …
44
(
2021
)
1
,
pp. 57-72
Persistent link: https://www.econbiz.de/10012587815
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