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Matheus R. Grasselli
ORCID
Publication Activity (10 Years)
Years Active: 2021-2023
Publications (10 Years): 2
Top Topics
Kernel Regression
Labeled Data
Sensitivity Analysis
Variational Inequalities
Top Venues
CoRR
SIAM J. Financial Math.
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Publications
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Xuwei Yang
,
Anastasis Kratsios
,
Florian Krach
,
Matheus R. Grasselli
,
Aurélien Lucchi
Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing.
CoRR
(2023)
Benjamin M. Bolker
,
Matheus R. Grasselli
,
Emma Holmes
Short Communication: Sensitivity Analysis of an Integrated Climate-Economic Model.
SIAM J. Financial Math.
12 (2) (2021)