A. Lakhany

发表

Estimating the parameters of the generalized lambda distribution

A. Lakhany, Helmut E. Mausser, 2000 .

SUPERCONVERGENT GRADIENT RECOVERY FOR THE PARABOLIC INITIAL BOUNDARY VALUE PROBLEM

J. Whiteman, A. Lakhany, 1999 .

An Efficient Numerical Partial Differential Equation Approach for Pricing Foreign Exchange Interest Rate Hybrid Derivatives

K. Jackson, C. Christara, A. Lakhany, 2015 .

Efficient Least Squares Monte-Carlo Technique for PFE/EE Calculations

A. Lakhany, A. Zhang, Yuriy Krepkiy, 2021, 2105.07061.

Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm

A. Lakhany, A. Zhang, Andrej Pintar, 2021, 2108.01760.

Superconvergent recovery based error estimators

J. Whiteman, A. Lakhany, 1999 .

Efficient ISDA Initial Margin Calculations Using Least Squares Monte-Carlo

A. Lakhany, A. Zhang, 2021, 2110.13296.