Antoine Savine

Antoine Savine

Guest Lecturer


Publication year:
  1. 1999
  2. Published

    Theory of Volatility

    Savine, Antoine, 1999

    Research output: Other contributionNet publication - Internet publicationResearch

  3. 2017
  4. 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

  5. 2018
  6. 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

  7. Published

    Modern Computational Finance: AAD and Parallel Simulations - with professional implementation in C++

    Savine, Antoine, 13 Nov 2018, Wiley. 592 p.

    Research output: Book/ReportBookEducation

  8. 2020
  9. 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

  10. E-pub ahead of print

    Differential Machine Learning

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

    Research output: Working paperResearch

ID: 176682140