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q-fin.ST2025
Bridging Human Cognition and AI: A Framework for Explainable Decision-Making Systems
N. Jean, G. Le Pera
Explainability in AI and ML models is critical for fostering trust, ensuring accountability, and enabling informed decision making in high stakes domains. Yet this objective is oft…
q-fin.PR2025
A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling
Nicola Jean, Giacomo Le Pera, Lorenzo Giada +1
We present a novel framework for pricing waterfall structures by simulating the uncertainty of the cashflow generated by the underlying assets in terms of value, time, and confiden…