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Stochastic process
Hedging
5,864
Theorie
1,999
Theory
1,999
Portfolio-Management
1,368
Portfolio selection
1,367
Derivat
1,224
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1,224
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930
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833
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697
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696
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667
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663
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660
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654
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502
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478
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417
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417
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409
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409
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408
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385
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385
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346
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346
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333
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333
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320
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314
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314
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302
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Carr, Peter
6
Tankov, Peter
5
Watson, Jean-Paul
5
Elliott, Robert J.
4
Siu, Tak Kuen
4
Woodruff, David L.
4
Arai, Takuji
3
Benth, Fred Espen
3
Bueno-Guerrero, Alberto
3
Fabozzi, Frank J.
3
Hess, Markus
3
Leung, Tim
3
Melʹnikov, Aleksandr V.
3
Schoutens, Wim
3
Badescu, Alexandru
2
Bai, Ruibin
2
Biagini, Francesca
2
Bouveret, Géraldine
2
Branger, Nicole
2
Chan, Tat Lung
2
Chiarella, Carl
2
Chiu, Mei Choi
2
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2
Crépey, Stéphane
2
Ekström, Erik
2
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2
Feng, Runhuan
2
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2
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2
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2
Fukasawa, Masaaki
2
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2
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2
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2
Godin, Frédéric
2
Gul, Serhat
2
Guo, Ge
2
Hainaut, Donatien
2
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2
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International journal of theoretical and applied finance
30
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16
Finance and stochastics
14
Insurance / Mathematics & economics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Quantitative finance
11
Journal of economic dynamics & control
8
Annals of finance
7
Computers & operations research : and their applications to problems of world concern ; an international journal
7
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7
Computational Management Science : CMS
6
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6
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6
Risks : open access journal
6
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5
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5
Journal of risk and financial management : JRFM
5
Advanced mathematical methods for finance
4
International journal of financial engineering
4
Mathematical methods of operations research
4
Omega : the international journal of management science
4
Review of derivatives research
4
The journal of computational finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Computational management science
3
IMA journal of management mathematics
3
Journal of econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research letters
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3
The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Applied economics letters
2
Asia-Pacific financial markets
2
INFORMS journal on computing : JOC
2
International journal of production economics
2
International review of economics & finance : IREF
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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ECONIS (ZBW)
301
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21
Efficient pricing and
hedging
of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
22
Stochastic forestry planning under market and growth uncertainty
Pais, Cristobal
;
Weintraub, Andres
;
Shen, Zuo-Jun
- In:
Computers & operations research : and their …
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014266341
Saved in:
23
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 …
hedging
, which is interesting in its own right: it allows the calculation of model prices and model implied volatilities in an …
Persistent link: https://www.econbiz.de/10012373082
Saved in:
24
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
of numerical methods for pricing,
hedging
, and risk management of financial instruments. …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
25
New proxy schemes for swing contracts
Koster, Frank
;
Oeltz, Daniel
;
Steffens, Angelina
- In:
The journal of energy markets
16
(
2023
)
4
,
pp. 15-30
Persistent link: https://www.econbiz.de/10014556497
Saved in:
26
Deep stochastic optimization in finance
Reppen, A. Max
;
Soner, Halil Mete
;
Tissot-Daguette, Valentin
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
1
,
pp. 91-111
Persistent link: https://www.econbiz.de/10014251569
Saved in:
27
A stochastic analysis of hedge funds' higher moments
Karagiorgis, Ariston
;
Drakos, Kōnstantinos
- In:
Research in international business and finance
66
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460252
Saved in:
28
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Nguyen, Hoang
;
Virbickaitė, Audronė
- In:
Energy economics
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014480067
Saved in:
29
Valuation of spark-spread option written on electricity and gas forward contracts under two-factor models with non-Gaussian Lévy processes
Mehrdoust, Farshid
;
Noorani, Idin
- In:
Computational economics
61
(
2023
)
2
,
pp. 807-853
Persistent link: https://www.econbiz.de/10014228463
Saved in:
30
Hedging
longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
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