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researcher

Á. Leitao

8 papers hereh-index 11269 citations29 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author4
  • last author3

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.CP4
  • quant-ph2
  • cs.LG1
  • math.OC1

identity via Semantic Scholar / OpenAlex

activity
20202026
most citedStatic and dynamic SABR stochastic volatility models: calibration and option pricing using GPUs

14 citations · 16 across the 7 of their papers we have counts for

collaborators
Showing cs.LGShow all

1 paper · 1 filter

cs.LG2025

Parametric Numerical Integration with (Differential) Machine Learning

Álvaro Leitao, Jonatan Ráfales

In this work, we introduce a machine/deep learning methodology to solve parametric integrals. Besides classical machine learning approaches, we consider a differential learning fra…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.