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Search: subject:"Derivative Pricing"
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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
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2
On the inefficiency of Brownian motions and heavier tailed price processes
Balbás, Alejandro
;
Balbás, Beatriz
;
Balbás, Raquel
-
Instituto sobre Desarrollo Empresarial (INDEM), …
-
2013
standard
Derivative
Pricing
Theory. Properties of classical pricing models totally inspire and lead the good deal construction …
Persistent link: https://www.econbiz.de/10010635928
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3
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
4
Outperforming benchmarks with their derivatives : theory and empirical evidence
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Journal of risk
18
(
2015/2016
)
4
,
pp. 25-52
Persistent link: https://www.econbiz.de/10011578371
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