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Zineb El Filali Ech-Chafiq

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2020 – today

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2023
[j2]
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  - journals/siamfm/EchChafiqHL23
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Zineb El Filali Ech-Chafiq, Pierre Henry-Labordère, Jérôme Lelong:
Pricing Bermudan Options Using Regression Trees/Random Forests. SIAM J. Financial Math. 14(4): 1113-1139 (2023)
2022
[b1]
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Zineb El Filali Ech-Chafiq:
Some applications of machine learning in finance. (Quelques applications de l'apprentissage automatique en finance). Grenoble Alpes University, France, 2022
2021
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Zineb El Filali Ech-Chafiq, Jérôme Lelong, Adil Reghai:
Automatic control variates for option pricing using neural networks. Monte Carlo Methods Appl. 27(2): 91-104 (2021)

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