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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Quantitative finance"
~subject:"Derivative pricing"
~type_genre:"Aufsatz in Zeitschrift"
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Derivative pricing
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Option pricing theory
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Capriotti, Luca
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Derivatives & financial instruments
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ECONIS (ZBW)
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Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
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2
Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
3
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
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4
A recursive method for static replication of autocallable structured products
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 647-661
Persistent link: https://www.econbiz.de/10012194703
Saved in:
5
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
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