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Matthieu Mariapragassam
Publication Activity (10 Years)
Years Active: 2018-2019
Publications (10 Years): 2
Top Topics
Knn
Autoregressive
Foreign Exchange
Stochastic Programming
Top Venues
SIAM J. Financial Math.
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Publications
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Andrei Cozma
,
Matthieu Mariapragassam
,
Christoph Reisinger
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method.
SIAM J. Financial Math.
10 (1) (2019)
Andrei Cozma
,
Matthieu Mariapragassam
,
Christoph Reisinger
Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets.
SIAM J. Financial Math.
9 (1) (2018)