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~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Schoutens, Wim"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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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
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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
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