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~isPartOf:"Finance and stochastics"
~isPartOf:"Research paper / University of Melbourne, Department of Economics"
~subject:"Estimation theory"
~subject:"Optionspreistheorie"
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Finance and stochastics
Research paper / University of Melbourne, Department of Economics
The journal of computational finance
18
International journal of theoretical and applied finance
16
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
3
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
4
Option valuation and hedging using an asymmetric risk function : asymptotic optimality through fully nonlinear partial differential equations
Gobet, Emmanuel
;
Pimentel, Isaque
;
Warin, Xavier
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 633-675
Persistent link: https://www.econbiz.de/10012518073
Saved in:
5
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem
Avanesyan, Levon
;
Shkolnikov, Mykhaylo
;
Sircar, Kaushik …
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 981-1011
Persistent link: https://www.econbiz.de/10012518139
Saved in:
6
Multi-dimensional optimal trade execution under stochastic resilience
Horst, Ulrich
;
Xia, Xiaonyu
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 889-923
Persistent link: https://www.econbiz.de/10012114663
Saved in:
7
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
8
Pseudo linear pricing rule for utility indifference valuation
Henderson, Vicky
;
Liang, Gechun
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 593-615
Persistent link: https://www.econbiz.de/10010395991
Saved in:
9
Estimating the parameters of stochastic differential equations by Monte Carlo methods
Hurn, Stan
;
Lindsay, Kenneth A.
-
1995
Persistent link: https://www.econbiz.de/10000916033
Saved in:
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