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SABR equipped with AI wings
Funahashi, Hideharu - In: Quantitative finance 23 (2023) 2, pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
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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
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On the risk evaluation method based on the market model
Kijima, Masaaki; Muromachi, Yukio - In: Nonlinear economic dynamics and financial modelling : …, (pp. 253-273). 2014
Persistent link: https://www.econbiz.de/10011286582
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Pricing of path-dependent American options by Monte Carlo simulation
Fujiwara, Hajime; Kijima, Masaaki - In: Journal of economic dynamics & control 31 (2007) 11, pp. 3478-3502
Persistent link: https://www.econbiz.de/10003569563