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~subject:"Derivat"
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Search: subject_exact:"Bernoulli-Prozess"
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Derivat
Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
103
Optionspreistheorie
103
Volatility
89
Volatilität
89
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54
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Quantitative finance
International journal of theoretical and applied finance
59
Applied mathematical finance
24
Journal of mathematical finance
15
Review of derivatives research
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
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The journal of computational finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of derivatives : JOD
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Applied economics
4
Mathematics and financial economics
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Research paper series / Swiss Finance Institute
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Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Asia-Pacific journal of financial studies
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Discussion paper / Tinbergen Institute
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International review of financial analysis
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Journal of financial economics
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ECONIS (ZBW)
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1
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:
2
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:
3
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
4
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
5
Pricing airbag option via first passage time approach
Liu, Zheng
;
Qian, Xiaosong
;
Yao, Jing
;
Dong, Yinghui
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 955-974
Persistent link: https://www.econbiz.de/10015050807
Saved in:
6
Implied Markov transition matrices under structural price models
Defourny, Boris
;
Moazeni, Somayeh
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1935-1954
Persistent link: https://www.econbiz.de/10012696797
Saved in:
7
SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
Saved in:
8
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
Saved in:
9
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:
10
Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing
Liang, Jian
;
Xu, Zhe
;
Li, Peter
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649
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