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Finance and stochastics
Physica A: Statistical Mechanics and its Applications
58
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Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
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2
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
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3
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Gonon, Lukas
;
Schwab, Christoph
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 615-657
Persistent link: https://www.econbiz.de/10012665197
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4
A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
Glau, Kathrin
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1021-1059
Persistent link: https://www.econbiz.de/10011570348
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5
Hybrid scheme for Brownian semistationary processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 931-965
Persistent link: https://www.econbiz.de/10011944457
Saved in:
6
The Jacobi stochastic volatility model
Ackerer, Damien
;
Filipović, Damir
;
Pulido, Sergio
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 667-700
Persistent link: https://www.econbiz.de/10011945894
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