Energy-stable discretization of the one-dimensional two-fluid model

The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions

Energy-consistent formulation of the pressure-free two-fluid model

Inti: Indoor Tracking with Solar Cells

Rule-based strategies for dynamic life cycle investment

Monte Carlo simulation of SDEs using GANs

The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations

On a Neural Network to Extract Implied Information from American Options

Financial option valuation by unsupervised learning with artificial neural networks

Deep learning for CVA computations of large portfolios of financial derivatives

An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA

Collocating Volatility: A Competitive Alternative to Stochastic Local Volatility Models

Lorenz-generated bivariate archimedean copulas

A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow

Model-free stochastic collocation for an arbitrage-free implied volatility: Part I

Pricing Options and Computing Implied Volatilities using Neural Networks

Model-free stochastic collocation for an arbitrage-free implied volatility, part II

A neural network-based framework for financial model calibration

A multigrid multilevel Monte Carlo method for transport in the Darcy–Stokes system

Computing credit valuation adjustment for Bermudan options with wrong way risk