Andrei Cozma
According to our database1,
Andrei Cozma
authored at least 10 papers
between 2018 and 2025.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
On csauthors.net:
Bibliography
2025
CoRR, September, 2025
Proceedings of the Thirty-Fourth International Joint Conference on Artificial Intelligence, 2025
2024
CoRR, 2024
2023
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023
2021
Proceedings of the 20th Python in Science Conference, 2021
2020
Simulation of Conditional Expectations Under Fast Mean-Reverting Stochastic Volatility Models.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2020
2019
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method.
SIAM J. Financial Math., 2019
2018
Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models.
SIAM J. Numer. Anal., 2018
Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets.
SIAM J. Financial Math., 2018