Antoine Savine
Guest lecturer
Department of Mathematical Sciences
Universitetsparken 5, 2100 København Ø
ORCID: 0000-0002-5985-7709
Keywords
- Faculty of Science - antoine savine, mathematical finance, computational finance, quantitative finance, financial derivatives, automatic differentiation, adjoint differentiation, financial engineering, monte-carlo, volatility, local volatility, stochastic volatility, c++, Parallel Programming, machine learning in finance, machine learning, deep learning
ID: 176682140