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Mara Kalicanin Dimitrov

Identifiers

  • name variant Mara Kalicanin Dimitrov 0.60 · backfill

Papers (1)

  1. A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model q-fin.PR · 2026 · author #1

Mentions

  • 2606.11237 #1 · arxiv_oai · confidence 0.70 Mara Kalicanin Dimitrov

Frequent Coauthors