Cody Hyndman

Cody Hyndman

Concordia University Montréal - Montréal / Canada
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5611839
Université Concordia
person_outline Cody Hyndman's MOST POPULAR ARTICLES
1-) Parameter estimation in commodity markets: A filtering approach Journal of Economic Dynamics and Control 31 (7), 2350-2373, 2007
2-) Deep arbitrage-free learning in a generalized HJM framework via arbitrage-regularization Risks 8 (2), 40, 2020
3-) Valuation perspectives and decompositions for variable annuities with gmwb riders Insurance: Mathematics and Economics 55, 283-290, 2014
4-) Gaussian factor models—futures and forward prices IMA Journal of Management Mathematics 18 (4), 353-369, 2007
5-) Gaussian factor models—futures and forward pricesCB HyndmanIMA Journal of Management Mathematics 18 (4), 353-369, 2007142007