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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Quantitative finance"
~subject:"Stochastic process"
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Stochastic process
Hedging
57
Option pricing theory
27
Optionspreistheorie
27
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19
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19
Portfolio selection
16
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16
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Europäische Hochschulschriften / 5
Quantitative finance
International journal of theoretical and applied finance
30
Applied mathematical finance
16
Finance and stochastics
14
Insurance / Mathematics & economics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
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8
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7
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6
Risks : open access journal
6
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5
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ECONIS (ZBW)
12
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1
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10
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12
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date (oldest first)
1
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
Saved in:
2
Empirical deep
hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
3
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:
4
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:
5
Multivariate continuous-time modeling of wind indexes and
hedging
of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
6
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
7
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
8
A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets
Dong, Juan
;
Korobenko, Lyudmila
;
Sezer, A. Deniz
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10012194903
Saved in:
9
An SFP-FCC method for pricing and
hedging
early-exercise options under Lévy processes
Chan, Tat Lung
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1325-1343
Persistent link: https://www.econbiz.de/10012262665
Saved in:
10
Functional Itô calculus
Dupire, Bruno
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 721-729
Persistent link: https://www.econbiz.de/10012194711
Saved in:
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