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Adil Reghai
Publication Activity (10 Years)
Years Active: 2017-2021
Publications (10 Years): 2
Top Topics
Fuzzy Logic
Stock Market
Option Pricing
Neural Network
Top Venues
CoRR
Monte Carlo Methods Appl.
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Publications
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Zineb El Filali Ech-Chafiq
,
Jérôme Lelong
,
Adil Reghai
Automatic control variates for option pricing using neural networks.
Monte Carlo Methods Appl.
27 (2) (2021)
Sébastien Geeraert
,
Charles-Albert Lehalle
,
Barak A. Pearlmutter
,
Olivier Pironneau
,
Adil Reghai
Mini-symposium on automatic differentiation and its applications in the financial industry.
CoRR
(2017)