Mara Kalicanin Dimitrov
Identifiers
- name variant Mara Kalicanin Dimitrov 0.60 · backfill
Papers (1)
- A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model q-fin.PR · 2026 · author #1
Mentions
- 2606.11237 #1 · arxiv_oai · confidence 0.70 Mara Kalicanin Dimitrov
Frequent Coauthors
- Ying Ni 1 shared papers