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subject:"Risiko"
subject:"Welt"
~isPartOf:"Quantitative finance"
~person:"Christensen, Troels Sønderby"
~person:"Haugh, Martin B."
~person:"Huang, Wenjun"
~person:"Ince, Akif"
~subject:"Portfolio-Management"
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Risiko
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Christensen, Troels Sønderby
Haugh, Martin B.
Huang, Wenjun
Ince, Akif
Härdle, Wolfgang
2
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Quantitative finance
The journal of computational finance
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ECONIS (ZBW)
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Risk contributions of lambda quantiles
Ince, Akif
;
Peri, Ilaria
;
Pesenti, Silvana
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1871-1891
Persistent link: https://www.econbiz.de/10013367959
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2
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
3
Option hedging using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
Saved in:
4
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
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