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Gradient boosting for quantitative finance
Davis, Jesse; Devos, Laurens; Reyners, Sofie; Schoutens, Wim - In: The journal of computational finance 24 (2021) 4, pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
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Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero; Schoutens, Wim; Stier, Hauke - In: Annals of finance 18 (2022) 1, pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
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Implied liquidity risk premia in option markets
Guillaume, Florence; Junike, Gero; Leoni, Peter; … - In: Annals of finance 15 (2019) 2, pp. 233-246
Persistent link: https://www.econbiz.de/10012058223
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American and exotic options in a market with frictions
Junike, Gero; Arratia, Argimiro; Cabaña, Alejandra; … - In: The European journal of finance 26 (2020) 2/3, pp. 179-199
Persistent link: https://www.econbiz.de/10012207193