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subject:"Mathematical analysis"
~isPartOf:"The journal of computational finance"
~subject:"Einführung"
~subject:"Hedging"
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Mathematical analysis
Einführung
Hedging
Analysis
19
Option pricing theory
17
Optionspreistheorie
17
Stochastic process
12
Stochastischer Prozess
12
Derivat
5
Derivative
5
Experiment
5
Volatility
5
Volatilität
5
Black-Scholes model
4
Black-Scholes-Modell
4
Heston model
3
Option trading
3
Optionsgeschäft
3
Electric power industry
2
Elektrizitätswirtschaft
2
Estimation theory
2
Neural networks
2
Neuronale Netze
2
Schätztheorie
2
Theorie
2
Theory
2
barrier options
2
calibration
2
finite differences
2
optimization
2
ANOVA
1
American options
1
Asian options
1
Benchmarking
1
Bermudan swaptions
1
Black-Scholes partial differential equation (BS-PDE)
1
Black-Scholes partial differential equations (PDEs)
1
Correlation
1
Cox-Ingersoll-Ross (CIR) process
1
EU countries
1
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19
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English
19
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Reisinger, Christoph
3
Ehrhardt, Matthias
2
Benk, Janos
1
Bhatoo, Omishwary
1
Calvo-Garrido, M. C.
1
Christara, Christina C.
1
Cohen, Samuel N.
1
Cozma, Andrei
1
Dang, Duy Minh
1
Duck, Peter W.
1
Ganesan, Narayan
1
Gierjatowicz, Patrick
1
Guyon, Julien
1
Günther, Michael
1
Hendricks, Christian
1
Hientzsch, Bernhard
1
Itkin, Andrey
1
Jackson, Kenneth R.
1
Johnson, Paul V.
1
Kurpiel, Adam
1
Lakhany, Asif
1
Mayerhofer, Antonia Christine
1
Mickel, Annalena
1
Nakatsu, Tomonori
1
Neuenkirch, Andreas
1
Peer, Arshad Ahmud Iqbal
1
Pflüger, Dirk
1
Roncalli, Thierry
1
Ruf, Johannes
1
Sabate-Vidales, Marc
1
Saib, Aslam Aly El Faidal
1
Siska, David
1
Szpruch, Łukasz
1
Tadmor, Eitan
1
Tangman, Désiré Yannick
1
Teng, Long
1
Urban, Karsten
1
Vázquez, Carlos
1
Wang, Sheng
1
Wang, Weiguan
1
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The journal of computational finance
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
23
International journal of theoretical and applied finance
20
Discussion papers of interdisciplinary research project 373
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
Insurance / Mathematics & economics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Journal of mathematical finance
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Finance and stochastics
11
Mathematics Preprint Archive
11
Quantitative finance
10
CESifo working papers
9
SFB 649 discussion paper
9
Dynamic games and applications : DGA
8
Journal of mathematical economics
8
Mathematics of operations research
8
Applied mathematical finance
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
International journal of financial engineering
7
Probability theory and related fields
7
Risks : open access journal
7
Annals of finance
6
Computational economics
6
Contemporary quantitative finance : essays in honour of Eckhard Platen
6
Lehrbuch
6
Heidelberger Taschenbücher
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Advanced mathematical methods for finance
4
CARF working paper
4
CIRJE discussion papers / F series
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / Tinbergen Institute
4
Diskussionsbeiträge / Fachbereich Wirtschaftswissenschaft, FernUniversität in Hagen : Diskussionspapier
4
Economic modelling
4
IMA journal of management mathematics
4
Journal of econometrics
4
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ECONIS (ZBW)
19
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1
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014342066
Saved in:
2
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
3
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
4
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
5
A review of tree-based approaches to solving forward-backward stochastic differential equations
Teng, Long
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 125-159
Persistent link: https://www.econbiz.de/10012873086
Saved in:
6
Neural networks for option pricing and hedging : a literature review
Ruf, Johannes
;
Wang, Weiguan
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012421955
Saved in:
7
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
8
Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Hendricks, Christian
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011860891
Saved in:
9
A new nonlinear partial differential equation in finance and a method of its solution
Itkin, Andrey
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011848371
Saved in:
10
Calibration of local correlation models to basket smiles
Guyon, Julien
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 1-51
Persistent link: https://www.econbiz.de/10011691606
Saved in:
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