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Fernando De Lope Contreras

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2020 – today

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2024
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  - journals/corr/abs-2404-11257
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  - https://dblp.org/rec/journals/corr/abs-2404-11257
Francisco Gomez Casanova, Álvaro Leitao, Fernando De Lope Contreras, Carlos Vázquez:
Deep Joint Learning valuation of Bermudan Swaptions. CoRR abs/2404.11257 (2024)
2023
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Raj G. Patel, Tomas Dominguez, Mohammad Dib, Samuel Palmer, Andrea Cadarso, Fernando De Lope Contreras, Abdelkader Ratnani, Francisco Gomez Casanova, Senaida Hernández-Santana, Álvaro Díaz Fernández, Eva Andrés, Jorge Luis-Hita, Escolástico Sánchez-Martínez, Samuel Mugel, Roman Orus:
Application of Tensor Neural Networks to Pricing Bermudan Swaptions. CoRR abs/2304.09750 (2023)

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