Allan Jonathan da Silva

According to our database, Allan Jonathan da Silva authored at least 5 papers between 2016 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Optimal Accelerated Life Testing Design Under Constrained Resources Using Double Deep Q-Learning.

Allan Jonathan da Silva, Carlos Alberto Astudillo Trujillo, Lucas R. de Souza, Renan R. S. dos Santos

Qual. Reliab. Eng. Int., 2026

Beyond static schedules: Dynamic maintenance optimization with double deep reinforcement learning.

Allan Jonathan da Silva, Luís Domingues Tomé Jardim Tarrataca, Leonardo Fagundes de Mello, Fabrício Maione Tenório, Rodrigo Rodrigues de Freitas, Felipe do Carmo Amorim, Marcio Antelio Neves da Silva, Cintia Machado de Oliveira

Comput. Ind. Eng., 2026

2024

Exploring non-analytical affine jump-diffusion models for path-dependent interest rate derivatives.

Allan Jonathan da Silva, Jack Baczynski

Comput. Manag. Sci., June, 2024

2019

Path-Dependent Interest Rate Option Pricing with Jumps and Stochastic Intensities.

Allan Jonathan da Silva, Jack Baczynski, João Felipe da Silva Bragança

Proceedings of the Computational Science - ICCS 2019, 2019

2016

A new finite difference method for pricing and hedging fixed income derivatives: Comparative analysis and the case of an Asian option.

Allan Jonathan da Silva, Jack Baczynski, José V. M. Vicente

J. Comput. Appl. Math., 2016