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Hedging
33
Option pricing theory
19
Optionspreistheorie
19
Portfolio selection
13
Portfolio-Management
13
Derivat
11
Derivative
11
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9
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Wan, Justin W. L.
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
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85
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61
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52
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25
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ECONIS (ZBW)
33
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1
Dynamic currency
hedging
with non-Gaussianity and ambiguity
Polak, Pawel
;
Ulrych, Urban
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 305-327
Persistent link: https://www.econbiz.de/10014551995
Saved in:
2
Efficient pricing and
hedging
of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
3
Hedging
cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
4
Simulated Greeks for American options
Letourneau, Pascal
;
Stentoft, Lars
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
Saved in:
5
Robust deep
hedging
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Sester, Julian
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1465-1480
Persistent link: https://www.econbiz.de/10013367922
Saved in:
6
Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
7
Pricing and
hedging
performance on pegged FX markets based on a regime switching model
Zhang, Yunbo
;
Drapeau, Samuel
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 305-322
Persistent link: https://www.econbiz.de/10012424592
Saved in:
8
Deep neural network framework based on backward stochastic differential equations for pricing and
hedging
American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
9
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:
10
Portfolio insurers and constant weight traders : who will survive?
Barucci, Emilio
;
Dindo, Pietro
;
Grassetti, Francesca
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 1993-2004
Persistent link: https://www.econbiz.de/10012696807
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