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Sponsored Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt

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Desmond Marozva

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Open access Sep 2026

Modeling Financial Stability Under Economic and Financial Downturns: A PDE-Constrained Optimization Approach with Regime-Switching Stochastic Volatility and Jumps

We develop a PDE-constrained optimization framework for calibrating a regime-switching Heston–Merton model to S&P 500 index option prices. The model features two latent Markov regimes modulating stochastic volatility parameters and compound Poisson jumps, capturing the stylized fact that market volatility clusters diff...

Desmond Marozva, Selah Tanaka Marozva, Ș. Gherghina · 0 citations

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