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type_genre:"Multi-volume publication"
~person:"Becker, Sebastian"
~person:"Papapantoleon, Antonis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliography included"
~type_genre:"Konferenzbeitrag"
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Becker, Sebastian
Papapantoleon, Antonis
Lien, Da-hsiang Donald
46
Benth, Fred Espen
28
Jarrow, Robert A.
23
Hull, John
20
Kit, Pong Wong
20
Fabozzi, Frank J.
18
Irwin, Scott H.
18
García, Philip
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Ryu, Doojin
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Brigo, Damiano
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Carr, Peter
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Subrahmanyam, Marti G.
15
Wang, Xingchun
15
Webb, Robert I.
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White, Alan
15
Broll, Udo
14
Whaley, Robert E.
14
Brooks, Robert
13
Frino, Alex
13
Gouriéroux, Christian
13
Fung, Hung-gay
12
Escobar, Marcos
11
Faff, Robert W.
11
Moser, James T.
11
Odening, Martin
11
Barone-Adesi, Giovanni
10
Boyle, Phelim P.
10
Chance, Don M.
10
Gay, Gerald D.
10
Kavussanos, Manolis G.
10
Kolb, Robert W.
10
Longstaff, Francis A.
10
Pirrong, Craig
10
Platen, Eckhard
10
Tse, Yiuman
10
Bartram, Söhnke M.
9
Batten, Jonathan A.
9
Brenner, Menachem
9
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9
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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
1
Mathematics of operations research
1
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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
An equilibrium model for spot and forward prices of commodities
Anthropelos, Michail
;
Kupper, Michael
;
Papapantoleon, …
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 152-180
Persistent link: https://www.econbiz.de/10011818675
Saved in:
4
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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