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ECONIS (ZBW)
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231
Robust deep hedging
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Sester, Julian
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1465-1480
Persistent link: https://www.econbiz.de/10013367922
Saved in:
232
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
233
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, Khaldoun
;
Shao, Chenjie
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10013167735
Saved in:
234
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
235
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
Saved in:
236
Size and power in tests of return predictability
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
Saved in:
237
Smooth ambiguity preferences and asset prices with a jump-diffusion process
Suzuki, Masataka
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 871-887
Persistent link: https://www.econbiz.de/10013367866
Saved in:
238
Some analytical results on bivariate stable distributions with an application in operational risk
Tafakori, Laleh
;
Bee, Marco
;
Soltani, Ahmad Reza
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1355-1369
Persistent link: https://www.econbiz.de/10013367907
Saved in:
239
Sparse index clones via the sorted ℓ1-Norm
Kremer, Philipp J.
;
Brzyski, Damian
;
Bogdan, Małgorzata
; …
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10013167757
Saved in:
240
Sparse index tracking using sequential Monte Carlo
Satpathy, Tanmay
;
Shah, Rushabh
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1579-1592
Persistent link: https://www.econbiz.de/10013367930
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