Ali Hirsa

Ali Hirsa

Columbia University New York - New York / United States
Engineering & Technology / Computer Science
AD Scientific Index ID: 912693
person_outline Ali Hirsa's MOST POPULAR ARTICLES
1-) Pricing American options under variance gamma Journal of Computational Finance 7 (2), 63-80, 2004
2-) Exotic option pricing and advanced Lévy models John Wiley & Sons, 2006
3-) Explainable AI in credit risk management arXiv preprint arXiv:2103.00949, 2021
4-) Why be backward? Forward equations for American options Risk 16 (1), 103-107, 2003
5-) An unsupervised deep learning approach to solving partial integro-differential equations Quantitative Finance 22 (8), 1481-1494, 2022