Sebastian Del Bano Rollin

According to our database, Sebastian Del Bano Rollin authored at least 2 papers between 2014 and 2017.

Collaborative distances:

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

2017

Full and fast calibration of the Heston stochastic volatility model.

Yiran Cui, Sebastian Del Bano Rollin, Guido Germano

Eur. J. Oper. Res., 2017

2014

Beating the S&P 500 index - A successful neural network approach.

Mininder Sethi, Philip C. Treleaven, Sebastian Del Bano Rollin

Proceedings of the 2014 International Joint Conference on Neural Networks, 2014