Zineb El Filali Ech-Chafiq

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 2

Top Topics

Decision Analysis

Top Venues

Monte Carlo Methods Appl.

SIAM J. Financial Math.

Publications

Zineb El Filali Ech-Chafiq, Pierre Henry-Labordère, Jérôme Lelong
Pricing Bermudan Options Using Regression Trees/Random Forests. SIAM J. Financial Math. 14 (4) (2023)
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)