A neural network-based framework for financial model calibration von Liu, Shuaiqiang, Borovykh, Anastasia, Grzelak, Lech A., Oosterlee, Cornelis W.

Volltext

Total elbow replacement: outcome of 1,146 arthroplasties from the Scottish Arthroplasty Project von Jenkins, Paul J, Watts, Adam C, Norwood, Tim, Duckworth, Andrew D, Rymaszewski, Lech A, McEachan, Jane E

Volltext

On the Heston Model with Stochastic Interest Rates von Grzelak, Lech A., Oosterlee, Cornelis W.

Volltext

Castlings in the margins: A change of perspective (Ewa Wróblewska-Trochimiuk, "Sztuka marginesów. Chorwacki plakat polityczny" ("The Art of Margins. The Croatian Political Poster")... von Suchomłynow, Lech A

Volltext

The seven-league scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations von Liu, Shuaiqiang, Grzelak, Lech A, Oosterlee, Cornelis Willebrordus

Volltext

Monte Carlo simulation of SDEs using GANs von van Rhijn, Jorino, Oosterlee, Cornelis W., Grzelak, Lech A., Liu, Shuaiqiang

Volltext

A new “virtual” patient pathway for the management of radial head and neck fractures von Jayaram, Prem R., MBChB, Bhattacharyya, Rahul, MBChB, Jenkins, Paul J., MBChB, FRCS(Tr & Orth), Anthony, Iain, PhD, Rymaszewski, Lech A., MBChB, MSc, FRCS(Orth)

Volltext

Effect of auroral substorms on the ionospheric range spread-F enhancements at high southern midlatitudes using real time vertical-sounding ionograms von Hajkowicz, Lech A.

Volltext

On an efficient multiple time step Monte Carlo simulation of the SABR model von Leitao, Álvaro, Grzelak, Lech A., Oosterlee, Cornelis W.

Volltext

Logistics performance of European Union markets: Towards the development of entrepreneurship in the transport and storage sector von Mesjasz-Lech, A

Volltext

SENSITIVITIES AND HEDGING OF THE COLLATERAL CHOICE OPTION von DEELSTRA, GRISELDA, GRZELAK, LECH A., WOLF, FELIX L.

Volltext

PRICING AND HEDGING PREPAYMENT RISK IN A MORTGAGE PORTFOLIO von CASAMASSIMA, EMANUELE, GRZELAK, LECH A., MULDER, FRANK A., OOSTERLEE, CORNELIS W.

Volltext

Cost comparison of orthopaedic fracture pathways using discrete event simulation in a Glasgow hospital von Anderson, Gillian H, Jenkins, Paul J, McDonald, David A, Van Der Meer, Robert, Morton, Alec, Nugent, Margaret, Rymaszewski, Lech A

Volltext

Workplace Violence and Harassment Against Emergency Medicine Residents von Schnapp, Benjamin H, Slovis, Benjamin H, Shah, Anar D, Fant, Abra L, Gisondi, Michael A, Shah, Kaushal H, Lech, Christie A

Volltext

Sparse grid method for highly efficient computation of exposures for xVA von Grzelak, Lech A.

Volltext

Sparse grid method for highly efficient computation of exposures for xVA von Grzelak, Lech A

Volltext

Sparse grid method for highly efficient computation of exposures for xVA von Grzelak, Lech A

Volltext

COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS von VAN DER STOEP, ANTHONIE W., GRZELAK, LECH A., OOSTERLEE, CORNELIS W.

Volltext

THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION von VAN DER STOEP, ANTHONIE W., GRZELAK, LECH A., OOSTERLEE, CORNELIS W.

Volltext

A novel Monte Carlo approach to hybrid local volatility models von van der Stoep, Anthonie W., Grzelak, Lech A., Oosterlee, Cornelis W.

Volltext