Marc Geha

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Probabilistic Model

Importance Sampling

Top Venues

Ann. Oper. Res.

Publications

Marc Geha, Antoine Jacquier, Zan Zuric
Large and moderate deviations for importance sampling in the Heston model. Ann. Oper. Res. 336 (1-2) (2024)