Chenru Liu | DeepAI

DeepAI

AI Chat AI Image Generator AI Video AI Music Voice Chat Studio Ghibli

Featured Co-authors

Jaehyuk Choi
6 publications
Byoung Ki Seo
1 publication
Jeechul Woo
1 publication

research

∙ 10/04/2018

An Efficient Approach for Removing Look-ahead Bias in the Least Square Monte Carlo Algorithm: Leave-One-Out

The least square Monte Carlo (LSM) algorithm proposed by Longstaff and S...

0 Jaehyuk Choi, et al. ∙

research

∙ 09/11/2018

Hyperbolic normal stochastic volatility model

For option pricing models and heavy-tailed distributions, this study pro...

0 Jaehyuk Choi, et al. ∙