731 Lexington Avenue
New York, NY 10022
United States
Bloomberg L.P.
Derivative Pricing, Option Pricing, Interest Rates, Machine Learning, Supervised Learning, Functional Approximation, Artificial Neural Network, Stochastic Volatility, SABR.
Derivative Pricing, Wiener Space, Monte Carlo, Quadrature, Cubature, Option Pricing, Functional Integration
Option pricing, Derivative pricing, Stochastic volatility, Heston model, 3/2 model, Closed-form price
