publication venue for
- Spread Option Pricing Under Finite Liquidity Framework. 12. 2024
- Rank-Based Multivariate Sarmanov for Modeling Dependence between Loss Reserves. 11:187-187. 2023
- Deep Arbitrage-Free Learning in a Generalized HJM Framework via Arbitrage-Regularization. 8:40-40. 2020
- Portfolio Optimization under Correlation Constraint. 8:15-15. 2020
- Risk Management under Omega Measure. 5:27-27. 2017