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Option pricing theory
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
Option
hedging
using LSTM-RNN : an empirical analysis
Zhang, Junhuan
;
Huang, Wenjun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1753-1772
Persistent link: https://www.econbiz.de/10012653710
Saved in:
4
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
Saved in:
5
Equal risk pricing of derivatives with deep
hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
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6
Exchange options under clustered jump dynamics
Ma, Yong
;
Pan, Dongtao
;
Wang, Tianyang
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 949-967
Persistent link: https://www.econbiz.de/10012262652
Saved in:
7
An SFP-FCC method for pricing and
hedging
early-exercise options under Lévy processes
Chan, Tat Lung
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1325-1343
Persistent link: https://www.econbiz.de/10012262665
Saved in:
8
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
Saved in:
9
Pricing and
hedging
guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method
Alonso-García, Jennifer
;
Wood, Oliver
;
Ziveyi, Jonathan
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1049-1075
Persistent link: https://www.econbiz.de/10011911282
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10
Functional Itô calculus
Dupire, Bruno
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 721-729
Persistent link: https://www.econbiz.de/10012194711
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