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Adil Reghai
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Adil Reghai8 visible / 8 total nodes / 23 links

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Related contextCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipCo-authorshipAuthorshipWorks onWorks onWorks onWorks onWorks onWorks onWorks onWorks onAuthorshipAuthorshipAuthorshipAuthorshipTopic signalTopic signalTopic signalAdil ReghaiAAdil ReghaiResearcherA Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility FormulaWA Geometry-Aware Residu...preprint / 2026Alex LiptonAAlex LiptonResearcherLama TarsissiALama TarsissiResearcherGérard BiauAGérard BiauResearcherq-fin.CPTq-fin.CP403 worksMachine LearningTMachine Learning49008 worksComputation of Expected Shortfall by fast detection of worst scenariosWComputation of Expected...preprint / 2020
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Adil Reghai

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PaperA Geometry-Aware Residual Correction of Hagan's SABR Implied Volatility FormulaAuthorship / preprint / 2026PersonAlex LiptonCo-authorship / ResearcherPersonLama TarsissiCo-authorship / ResearcherPersonGérard BiauCo-authorship / ResearcherTopicq-fin.CPWorks on / 403 worksTopicMachine LearningWorks on / 49008 worksPaperComputation of Expected Shortfall by fast detection of worst scenariosAuthorship / preprint / 2020

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