Christian Yeo

According to our database¹, Christian Yeo authored at least 4 papers between 2024 and 2025.

Collaborative distances:

Timeline

Book In proceedings Article PhD thesis Dataset Other

2025

Numerical Methods for the Pricing of Swing and Storage Contracts. (Méthodes numériques pour l'évaluation des contrats swing et de stockage).

[DOI]

PhD thesis, 2025

Convex Ordering for Stochastic Control: The (Path Dependent) Swing Contracts Case.

[DOI]

SIAM J. Financial Math., 2025

2024

A new Input Convex Neural Network with application to options pricing.

[DOI]

CoRR, 2024

Deep multitask neural networks for solving some stochastic optimal control problems.

[DOI]

Proceedings of the International Joint Conference on Neural Networks, 2024