This article by Brian Huge and Antoine Savine reviews the so called least square methodology
(LSM) and its application for the valuation and risk of callable exotics and regulatory …

In the context of a stochastic local volatility model, we present a numerical solution scheme
that achieves full (discrete) consistency between calibration, finite difference solution and …

… nitride (PI/BN) are investigated in a large temperature range up to 350 C. This work shows
that BN … on the charging currents, PI/BN nanocomposites show a return to normal polarization …

In this paper we find very accurate approximation formulas for single barrier option prices in
the ZABR model. The formulas are based on a combination of put-call symmetry and short …

Pricing European options using price estimates of the underlying security that contain noise,
create a bias in the option price. We present a technique to reduce this bias. Using ideas …

… , h-BN has also emerged as a material with unique properties for solid-state neutron detector
applications [13]. In spite of the huge amount of research recently reported on h-BN, the …

… of BN nanotubes one is required to firstly apprehend the electronic and optical properties of
bulk h-BN since BN nanotubes can be viewed as a rolled up BN … of bulk h-BN, both the direct …

We present an algorithm that combines the Longstaff and Schwartz [2001] simulation
algorithm and the bias reduction technique developed in Huge and Rom-Poulsen [2004] to …

… of BN filler, the vertical alignment of BN and the huge thermal resistance are current challenges,
which hinder the efficient heat transfer of polymer/BN … -like continuous BN-welded filler …

… Brian Huge Saxo Bank brian.huge@saxobank.com … Huge. Expanded forward volatility.
Risk, January 2013. … Huge. Blasting barriers. available at www.ssrn.com, October 2022. …