output
20042025
most citedClustering via Hypergraph Modularity

83 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing q-fin.PRShow all

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q-fin.PR2020★ 14 cited

Pricing equity-linked life insurance contracts with multiple risk factors by neural networks

Karim Barigou, Lukasz Delong

This paper considers the pricing of equity-linked life insurance contracts with death and survival benefits in a general model with multiple stochastic risk factors: interest rate,…

q-fin.PR2010

BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences

Łukasz Delong

In this paper we consider backward stochastic differential equations with time-delayed generators of a moving average type. The classical framework with linear generators depending…