Financial time series simulation is a central topic since it extends the...
Institutional investors have been increasing the allocation of the illiq...
Market indicators such as CPI and GDP have been widely used over decades...
Artificial Intelligence (AI) has created the single biggest technology
r...
We propose a framework for generating samples from a probability distrib...
We investigate solving partial integro-differential equations (PIDEs) us...
We apply supervised deep neural networks (DNNs) for pricing and calibrat...