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type_genre:"Multi-volume publication"
~person:"Becker, Sebastian"
~person:"Papapantoleon, Antonis"
~subject:"Derivat"
~type_genre:"Bibliography included"
~type_genre:"Konferenzbeitrag"
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Derivat
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Option pricing theory
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Affine LIBOR models
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Becker, Sebastian
Papapantoleon, Antonis
Bruns, Christoph
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Meyer-Bullerdiek, Frieder
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Bell, Andreas
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
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