Andrea Molent

Identifiers

• name variant Andrea Molent 0.60 · backfill

Papers (4)

1. Valuation of GLWB-LTC Annuities with L\'evy Equity Dynamics, Stochastic Interest Rates and Health-State Transitions q-fin.PR · 2026 · author #1
2. Machine Learning for Pricing American Options in High-Dimensional Markovian and non-Markovian models q-fin.CP · 2019 · author #2
3. Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate q-fin.CP · 2019 · author #2
4. Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model q-fin.CP · 2018 · author #2

Mentions

• 2605.30567 #1 · arxiv_oai · confidence 0.70 Andrea Molent

Frequent Coauthors

• Antonino Zanette 2 shared papers
• Ludovic Gouden\`ege 2 shared papers
• Antonino Zanette (MATHRISK) 1 shared papers
• Ludovic Gouden\`ege (FR3487) 1 shared papers