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Álvaro Leitao

University of A Coruña

11H指数
53论文数
276被引数
收录论文 10
发表时间
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On deep learning for computing the dynamic initial margin and margin value adjustment基于深度学习计算动态初始保证金和保证金价值调整
errApplied Mathematics and Computation
IF3.4
err2025-08-15
err0
PREAI
errJoel P. Villarino; Alvaro Leitao
err分享
err收藏
Alternative pipeline for option pricing using quantum computers
errEPJ QUANTUM TECHNOLOGY
IF5.6
err2025-02-25
err0
errOAAI
errManzano, Alberto; Ferro, Gonzalo; Leitao, Alvaro; Vazquez, Carlos; Gomez, Andres
err分享
err收藏
Real quantum amplitude estimation
errEPJ QUANTUM TECHNOLOGY
IF5.6
err2023-02-03
err9
errOAAI
errManzano, Alberto; Musso, Daniele; Leitao, Alvaro
err分享
err收藏
The stochastic θ-SEIHRD model: Adding randomness to the COVID-19 spread
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2022-12-01
err5
errOAAI
errLeitao, Alvaro; Vazquez, Carlos
err分享
err收藏
A Survey on Quantum Computational Finance for Derivatives Pricing and VaR
errARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING
IF12.1
err2022-03-28
err7
errOAAI
errGomez, Andres; Leitao, Alvaro; Manzano, Alberto; Musso, Daniele; Nogueiras, Maria R.; Ordonez, Gustavo; Vazquez, Carlos
err分享
err收藏
Model-free computation of risk contributions in credit portfolios
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2020-10-01
err3
errOAAI
errLeitao, Alvaro; Ortiz-Gracia, Luis
err分享
err收藏
Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options
errnature computational science
IF3.7
err2019-04-01
err8
errOAAI
errJain, Shashi; Leitao, Alvaro; Oosterlee, Cornelis W.
err分享
err收藏
SWIFT valuation of discretely monitored arithmetic Asian options
errnature computational science
IF3.7
err2018-09-01
err12
errOAAI
errLeitao, Alvaro; Ortiz-Gracia, Luis; Wagner, Emma, I
err分享
err收藏
On the data-driven COS method关于数据驱动的COS方法
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2018-01-01
err11
errOAAI
errLeitao, Alvaro; Oosterlee, Cornelis W.; Ortiz-Gracia, Luis; Bohte, Sander M.
err分享
err收藏
On a one time-step Monte Carlo simulation approach of the SABR model: Application to European options
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2017-01-01
err18
errOAAI
errLeitao, Alvaro; Grzelak, Lech A.; Oosterlee, Cornelis W.
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
C
Cornelis W. Oosterlee
H 指数: 39 · 论文数: 407
A
Andrés Gómez
H 指数: 38 · 论文数: 236
S
Sander M. Bohté
H 指数: 29 · 论文数: 179
C
Carlos Vázquez
H 指数: 20 · 论文数: 230
D
Daniele Musso
H 指数: 16 · 论文数: 54
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