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~isPartOf:"International journal of theoretical and applied finance"
~person:"Bernard, Carole"
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Bernard, Carole
Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
Applied mathematical finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance : revue de l'Association Française de Finance
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Nearly exact
option
price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
2
Bounds on multi-asset derivatives via neural networks
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
International journal of theoretical and applied finance
23
(
2020
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012496914
Saved in:
3
Simplified hedge for path-dependent derivatives
Bernard, Carole
;
Tang, Junsen
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011568749
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