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Recursive marginal quantization: extensions and applications in finance by Rudd, Ralph
Published 2018Get full text
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Optimal tree methods by Rudd, Ralph
Published 2014Get full text
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Approximating the Heston-Hull-White Model by Patel, Riaz
Published 2020Other Authors: “…Rudd, Ralph…”
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Parameter learning with particle filters by Pather, Vegan
Published 2021Other Authors: “…Rudd, Ralph…”
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Testing of an Arbitrage-free Volatility Surface by Tarr, Grant
Published 2023Other Authors: “…Rudd, Ralph…”
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Option pricing with physics-informed neutral networks (PINNS) by Zamxaka, Nichume
Published 2024Other Authors: “…Rudd, Ralph…”
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