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Mugad Oumgari
Publication Activity (10 Years)
Years Active: 2021-2023
Publications (10 Years): 2
Top Topics
Endpoints
Geometric Active Contours
Stock Index Futures
Garch Model
Top Venues
SIAM J. Financial Math.
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Publications
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Antoine Jacquier
,
Mugad Oumgari
Deep Curve-Dependent PDEs for Affine Rough Volatility.
SIAM J. Financial Math.
14 (2) (2023)
Filipe Fontanela
,
Antoine Jacquier
,
Mugad Oumgari
Short Communication: A Quantum Algorithm for Linear PDEs Arising in Finance.
SIAM J. Financial Math.
12 (4) (2021)