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Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan; Madan, Dilip B.; Reyners, Sofie; … - In: Quantitative finance 18 (2018) 10, pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
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Errata : Instantaneous Portfolio Theory
Madan, Dilip B.; Reyners, Sofie; Schoutens, Wim - In: Quantitative finance 22 (2022) 4, pp. 633-634
Persistent link: https://www.econbiz.de/10013367841
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Instantaneous portfolio theory
Madan, Dilip B. - In: Quantitative finance 18 (2018) 8, pp. 1345-1364
Persistent link: https://www.econbiz.de/10011911544
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Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP)
Madan, Dilip B.; Wang, King - In: Quantitative finance 22 (2022) 7, pp. 1391-1404
Persistent link: https://www.econbiz.de/10013367909
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The economics of time as it is embedded in the prices of options§
Madan, Dilip B.; Wang, King - In: Quantitative finance 23 (2023) 4, pp. 579-593
Persistent link: https://www.econbiz.de/10014304273
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Conic quantization : stochastic volatility and market implied liquidity
Fiorin, Lucio; Schoutens, Wim - In: Quantitative finance 20 (2020) 4, pp. 531-542
Persistent link: https://www.econbiz.de/10012194906
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A moment matching market implied calibration
Guillaume, Florence; Schoutens, Wim - In: Quantitative finance 13 (2013) 9, pp. 1359-1373
Persistent link: https://www.econbiz.de/10010186149