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Search: person:"Coleman, Thomas F"
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Option pricing theory
7
Optionspreistheorie
7
Theorie
6
Theory
6
Hedging
5
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risk management
4
Black-Scholes model
3
Black-Scholes-Modell
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Machine learning
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Volatility
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Volatilität
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Artificial intelligence
2
Canada
2
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Kanada
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Künstliche Intelligenz
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Monte Carlo simulation
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Monte-Carlo-Simulation
2
Option trading
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Optionsgeschäft
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Risikomaß
2
Risk measure
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Versicherung
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Analysis of variance
1
Automatic differentiation
1
Banking
1
Börsenkurs
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Capital income
1
Climate change
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Data-Driven model
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Derivat
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Discrete hedging
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1
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English
18
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10
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Coleman, Thomas F.
23
Li, Yuying
21
Levchenkov, Dmitriy
7
Coleman, Thomas F
4
Rubtsov, Alexey
3
He, Changhong
2
LaPlante, Alex
2
Moazeni, Somayeh
2
Nian Ke
2
Patron, Maria-Cristina
2
Verma, Arun
2
Xu, Wei
2
Alexander, Siddharth
1
Chen, Xi
1
Chen, Yuehuan
1
Coleman, Conrad
1
Coleman, James S.
1
Dumont, Nicole S.
1
Li, Wanqi
1
Liu, Wenbin
1
Patron, Maria-Christina
1
Pettigrew, Thomas F.
1
Pullum, Thomas W.
1
Sewell, William H.
1
Tayal, Aditya
1
Wu, Zhijun
1
Xi, Jiong
1
Zhu, Lei
1
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The journal of computational finance
7
Journal of risk
4
Journal of banking & finance
3
Annals of finance
2
INFOR : information systems and operational research
2
Computational economics
1
Financial engineering
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
Journal of Banking & Finance
1
Journal of economic dynamics & control
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Quantitative finance
1
Risk measures for the 21st century
1
The American journal of sociology : AJS
1
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ECONIS (ZBW)
19
OLC EcoSci
7
RePEc
2
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1
Optimal pricing of climate risk
Coleman, Thomas F.
;
Dumont, Nicole S.
;
Li, Wanqi
;
Liu, …
- In:
Computational economics
60
(
2022
)
3
,
pp. 1101-1134
Persistent link: https://www.econbiz.de/10013380876
Saved in:
2
Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei
;
Chen, Yuehuan
;
Coleman, Conrad
;
Coleman, Thomas F.
- In:
Journal of economic dynamics & control
87
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
Saved in:
3
Learning sequential option hedging models from market data
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
Saved in:
4
Learning minimum variance discrete hedging directly from the market
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1115-1128
Persistent link: https://www.econbiz.de/10011911526
Saved in:
5
Analysis of the SRISK measure and its application to the Canadian banking and insurance industries
Coleman, Thomas F.
;
LaPlante, Alex
;
Rubtsov, Alexey
- In:
Annals of finance
14
(
2018
)
4
,
pp. 547-570
Persistent link: https://www.econbiz.de/10012268325
Saved in:
6
Correction to analysis of the SRISK measure and its application to the Canadian banking and insurance industries
Coleman, Thomas F.
;
LaPlante, Alex
;
Rubtsov, Alexey
- In:
Annals of finance
14
(
2018
)
4
,
pp. 571-572
Persistent link: https://www.econbiz.de/10012268339
Saved in:
7
The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
Saved in:
8
A gradual nonconvexification method for minimizing value-at-risk
Xi, Jiong
;
Coleman, Thomas F.
;
Li, Yuying
;
Tayal, Aditya
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 23-47
Persistent link: https://www.econbiz.de/10013262924
Saved in:
9
Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh
;
Coleman, Thomas F.
;
Li, Yuying
- In:
The journal of computational finance
16
(
2012/13
)
4
,
pp. 35-78
Persistent link: https://www.econbiz.de/10009776261
Saved in:
10
Optimal execution under jump models for uncertain price impact
Moazeni, Somayeh
;
Coleman, Thomas F
;
Li, Yuying
- In:
The journal of computational finance
16
(
2013
)
4
,
pp. 35-78
Persistent link: https://www.econbiz.de/10010152592
Saved in:
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