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~subject:"Derivative"
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Derivative
Optionspreistheorie
31
Option pricing theory
29
Portfolio selection
20
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19
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16
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13
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12
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multi-asset
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multi-asset options
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Behavioural finance
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Anderluh, J. H. M.
1
Bossu, Sébastien
1
Cohen, Asaf
1
Dimitroff, Georgi
1
Escobar, Marcos
1
Fischer, Tom
1
Guillaume, Tristan
1
Lorenz, Stefan
1
Rastegari, Javad
1
Shen, Yanbin
1
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1
Stokes, James
1
Sun, Chuhao
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Tavin, Bertrand
1
Veerapaneni, Shravan
1
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1
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International journal of theoretical and applied finance
2
Journal of banking & finance
2
Applied mathematical finance
1
Decision making and risk/return optimization in financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
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ECONIS (ZBW)
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1
Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing
Zhao, Tianchen
;
Sun, Chuhao
;
Cohen, Asaf
;
Stokes, James
; …
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014551890
Saved in:
2
Static replication of European
multi-asset
options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
3
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
4
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
5
Detection of arbitrage in a market with
multi-asset
derivatives and known risk-neutral marginals
Tavin, Bertrand
- In:
Journal of banking & finance
53
(
2015
),
pp. 158-178
Persistent link: https://www.econbiz.de/10011377717
Saved in:
6
Algorithmic counterparty credit exposure for
multi-asset
Bermudan options
Shen, Yanbin
;
Anderluh, J. H. M.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403163
Saved in:
7
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
8
A parsimonious
multi-asset
Heston model : calibration and derivative pricing
Dimitroff, Georgi
;
Lorenz, Stefan
;
Szimayer, Alexander
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1299-1333
Persistent link: https://www.econbiz.de/10009541994
Saved in:
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