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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Schoutens, Wim"
~person:"Yang, Nian"
~subject:"Volatility"
~subject:"Volatilität"
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Volatility
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Option pricing theory
5
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Schoutens, Wim
Yang, Nian
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Applied economics
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The European journal of finance
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ECONIS (ZBW)
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Machine learning for quantitative finance : fast derivative
pricing
, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
2
Conic quantization : stochastic volatility and market implied liquidity
Fiorin, Lucio
;
Schoutens, Wim
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 531-542
Persistent link: https://www.econbiz.de/10012194906
Saved in:
3
The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
Saved in:
4
The survival probability of the SABR model : asymptotics and application
Yang, Nian
;
Wan, Xiangwei
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1767-1779
Persistent link: https://www.econbiz.de/10012261910
Saved in:
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