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Ali Hirsa
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引用次数
引用次数
年份
An introduction to the mathematics of financial derivatives
A Hirsa, SN Neftci
Academic press, 2013
11802013
Pricing American options under variance gamma
A Hirsa, DB Madan
Journal of Computational Finance 7 (2), 63-80, 2004
2152004
Exotic option pricing and advanced Lévy models
A Kyprianou, W Schoutens, P Wilmott
John Wiley & Sons, 2006
1372006
Computational methods in finance
A Hirsa
CRC Press, 2013
1252013
Explainable AI in credit risk management
BH Misheva, J Osterrieder, A Hirsa, O Kulkarni, SF Lin
arXiv preprint arXiv:2103.00949, 2021
782021
Why be backward? Forward equations for American options
P Carr, A Hirsa
Risk 16 (1), 103-107, 2003
652003
The effect of model risk on the valuation of barrier options
A Hirsa, G Courtadon, DB Madan
The Journal of Risk Finance 4 (2), 47-55, 2003
442003
Supervised deep neural networks (DNNs) for pricing/calibration of vanilla/exotic options under various different processes
A Hirsa, T Karatas, A Oskoui
arXiv preprint arXiv:1902.05810, 2019
29*2019
Deep reinforcement learning on a multi-asset environment for trading
A Hirsa, J Osterrieder, B Hadji-Misheva, JA Posth
arXiv preprint arXiv:2106.08437, 2021
112021
The VIX index under scrutiny of machine learning techniques and neural networks
A Hirsa, J Osterrieder, BH Misheva, W Cao, Y Fu, H Sun, KW Wong
arXiv preprint arXiv:2102.02119, 2021
112021
Forward evolution equations for knock-out options
P Carr, A Hirsa
Advances in Mathematical Finance, 195-217, 2007
102007
An unsupervised deep learning approach to solving partial integro-differential equations
W Fu, A Hirsa
Quantitative Finance 22 (8), 1481-1494, 2022
82022
A fast method for pricing American options under the variance gamma model
W Fu, A Hirsa
arXiv preprint arXiv:1903.07519, 2019
82019
Constant proportion portfolio insurance
A Hirsa
Encyclopedia of Quantitative Finance, 2010
82010
Explainability Index (EI): Unifying Framework of Performance Measures and Risk of Target (RoT): Variability from Target EI
A Hirsa, R Ding, S Malhotra
Available at SSRN 4335455, 2023
62023
Pricing of Swaptions in Affine Term Structures with Stochastic Volatility
M Heidari, A Hirsa, DB Madan
Advances in Mathematical Finance, 173-193, 2007
52007
Two-stage sector rotation methodology using machine learning and deep learning techniques
T Karatas, A Hirsa
arXiv preprint arXiv:2108.02838, 2021
42021
Pricing american options under variance Gamma
D Madan, A Hirsa
Journal of Computational Finance, 2003
42003
Robust Rolling PCA: Managing Time Series and Multiple Dimensions
A Hirsa, F Klinkert, S Malhotra, R Holmes
Available at SSRN 4400158, 2023
32023
Robust Rolling Regime Detection (R2-RD): A data-driven perspective of financial markets
A Hirsa, S Xu, S Malhotra
Available at SSRN, 2024
22024
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