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Hedging housing price risks : some empirical evidence from the US
Bao, Li; Cheung, William Ming Yan; Unger, Stephan - In: Quantitative finance 20 (2020) 12, pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
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Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele; Baviera, Roberto - In: Quantitative finance 22 (2022) 3, pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
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Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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Informative option portfolios in filter design for option pricing models
Orłowski, Piotr - In: Quantitative finance 21 (2021) 6, pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
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Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing
Liang, Jian; Xu, Zhe; Li, Peter - In: Quantitative finance 21 (2021) 8, pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649
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CMS spread options
Hagan, Patrick S.; Lesniewski, Andrew; Skoufis, G. E.; … - In: Quantitative finance 21 (2021) 11, pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
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The limitations of estimating implied densities from option prices
Shelton, Austin; Kane, Hayden; Favreau, Charles - In: Quantitative finance 21 (2021) 11, pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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Implied Markov transition matrices under structural price models
Defourny, Boris; Moazeni, Somayeh - In: Quantitative finance 21 (2021) 11, pp. 1935-1954
Persistent link: https://www.econbiz.de/10012696797
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Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin; Pachón, Ricardo; Pötz, Christian - In: Quantitative finance 21 (2021) 3, pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu - In: Quantitative finance 21 (2021) 4, pp. 575-592
Persistent link: https://www.econbiz.de/10012483840