//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Khosrawi, Wahid"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"variance reduction"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
LSV calibration
2
deep hedging
2
generative adversarial networks
2
neural SDEs
2
stochastic optimization
2
variance reduction
2
Experiment
1
Hedging
1
Neural networks
1
Neuronale Netze
1
Option pricing theory
1
Optionspreistheorie
1
Stochastic process
1
Stochastischer Prozess
1
Volatility
1
Volatilität
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article
1
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
2
Author
All
Khosrawi, Wahid
Calzolari, Giorgio
8
Nelson, Barry L.
7
Glasserman, Paul
4
Weihs, Claus
4
Chen, Ye
3
Einmahl, John H. J.
3
Hoogerheide, Lennart
3
Kahalé, Nabil
3
Lai, Yongzeng
3
Packham, Natalie
3
Platen, Eckhard
3
Schmidt, Wolfgang M.
3
Yu, Jun
3
Ahmed, Hanan
2
Auster, Johan
2
Cancela, Héctor
2
Chen, Wei
2
Chiu, Yu-Fen
2
Cuchiero, Christa
2
Dang, Duy Minh
2
Dijk, Herman K. van
2
Disney, Stephen M.
2
Donohue, Joan M.
2
Farasyn, Ingrid
2
Fiorentini, Gabriele
2
Heath, David
2
Houck, Ernest C.
2
Hsieh, Ming-Hua
2
Hsu, Jason C.
2
Jackson, Kenneth R.
2
Kim, Tae-Hwan
2
Korn, Ralf
2
L'Ecuyer, Pierre
2
Lambrecht, Marc R.
2
Lee, Yi-Hsi
2
Lemieux, Christiane
2
Li, Lin
2
Makatis, G.
2
Minh, Do Le
2
more ...
less ...
Published in...
All
Risks
1
Risks : open access journal
1
Source
All
ECONIS (ZBW)
1
EconStor
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generative adversarial network approach to calibration of local stochastic volatility models
Cuchiero, Christa
;
Khosrawi, Wahid
;
Teichmann, Josef
- In:
Risks
8
(
2020
)
4
,
pp. 1-31
. The minimization of the calibration functional relies strongly on a
variance
reduction
technique based on hedging and deep …
Persistent link: https://www.econbiz.de/10013200634
Saved in:
2
A generative adversarial network approach to calibration of local stochastic volatility models
Cuchiero, Christa
;
Khosrawi, Wahid
;
Teichmann, Josef
- In:
Risks : open access journal
8
(
2020
)
4/101
,
pp. 1-31
. The minimization of the calibration functional relies strongly on a
variance
reduction
technique based on hedging and deep …
Persistent link: https://www.econbiz.de/10012373082
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->