Antoine Savine

Antoine Savine

Guest Lecturer


Publication year:
  1. 2020
  2. E-pub ahead of print

    Differential Machine Learning

    Savine, Antoine & Huge, B., 5 May 2020.

    Research output: Working paperResearch

  3. Published

    Computation Graphs for AAD and Machine Learning: Parts 1, 2 and 3

    Savine, Antoine, 2020, In : Wilmott.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. 2018
  5. Published

    From Model to Market Risks: The Implicit Function Theorem (IFT) Demystified

    Savine, Antoine, 31 Oct 2018, SSRN: Social Science Research Network, 6 p.

    Research output: Working paperResearch

  6. 2017
  7. Published

    LSM Reloaded: Differentiate xVA on your iPad Mini

    Huge, B. N. & Savine, Antoine, 10 May 2017, Social Science Research Network (SSRN), 46 p.

    Research output: Working paperResearch

  8. 1999
  9. Published

    Theory of Volatility

    Savine, Antoine, 1999

    Research output: Other contributionNet publication - Internet publicationResearch

ID: 176682140