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Covariance dependent kernels, a Q-affine GARCH for
multi-asset
option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
Evolutionary finance for
multi-asset
investors
Schnetzer, Michael
;
Hens, Thorsten
-
2022
strategies. Evolutionary finance accounts for this and endogenizes asset prices. This paper develops a
multi-asset
evolutionary … foundation are evolutionarily advantageous for
multi-asset
investors …
Persistent link: https://www.econbiz.de/10012800946
Saved in:
3
Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing
Filipović, Damir
;
Glau, Kathrin
;
Nakatsukasa, Yuji
; …
-
2019
We propose a methodology for computing single and
multi-asset
European option prices, and more generally expectations …
Persistent link: https://www.econbiz.de/10012134288
Saved in:
4
Steady states, stability and bifurcations in
multi-asset
market models
Dieci, Roberto
;
Schmitt, Noemi
;
Westerhoff, Frank H.
-
2018
We provide a full analytical treatment of a
multi-asset
market model in which speculators have the choice between two …
Persistent link: https://www.econbiz.de/10011898109
Saved in:
5
Dynamic risk management of
multi-asset
portfolios
Groll, Christian
-
2017
Persistent link: https://www.econbiz.de/10012202863
Saved in:
6
Tropics in finance - a conditional expectation approach to value Asian, basket and spread options
Beißer, Jochen
-
2001
Persistent link: https://www.econbiz.de/10001659448
Saved in:
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