Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Deep xVA solver : a neural net...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Option pricing theory
28
Optionspreistheorie
28
Yield curve
22
Zinsstruktur
22
Stochastic process
21
Theorie
20
Theory
20
Volatility
16
Volatilität
16
Derivat
8
Derivative
8
Option trading
8
Optionsgeschäft
8
Portfolio selection
8
Portfolio-Management
8
Capital income
7
Kapitaleinkommen
7
Interest rate
6
Interest rate derivative
6
Markov chain
6
Markov-Kette
6
Zins
6
Zinsderivat
6
Black-Scholes-Modell
5
Credit risk
5
Forex
5
Hedging
5
Kreditrisiko
5
stochastic volatility
5
Affine processes
4
Arbitrage Pricing
4
Arbitrage pricing
4
Benchmarking
4
Black-Scholes model
4
Simulation
4
Swap
4
Analysis
3
Anleihe
3
Arbitrage
3
more ...
less ...
Online availability
All
Free
13
Undetermined
5
Type of publication
All
Book / Working Paper
12
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
21
Author
All
Gnoatto, Alessandro
15
Grasselli, Martino
8
Reisinger, Christoph
6
Fontana, Claudio
4
Szulda, Guillaume
4
Platen, Eckhard
3
Patacca, Marco
2
Picarelli, Athena
2
Bain, Alan
1
Bujok, Karolina
1
Cohen, Samuel N.
1
Cozma, Andrei
1
Da Foncesca, José
1
Da Fonseca, José
1
De Col, Alvise
1
Di Persio, Luca
1
Fonseca, José da
1
Kaushansky, Vadim
1
Lavagnini, Silvia
1
Lipton, Alexander
1
Mariapragassam, Matthieu
1
Wang, Sheng
1
Wissmann, Rasmus
1
more ...
less ...
Published in...
All
The journal of computational finance
5
Working paper series
5
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Journal of economic dynamics & control
1
Operations research letters
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A deep solver for BSDEs with jumps
Gnoatto, Alessandro
;
Patacca, Marco
;
Picarelli, Athena
-
2022
Persistent link: https://www.econbiz.de/10013535740
Saved in:
2
Deep Quadratic Hedging
Gnoatto, Alessandro
;
Lavagnini, Silvia
;
Picarelli, Athena
-
2022
Persistent link: https://www.econbiz.de/10013535748
Saved in:
3
Transition probability of Brownian motion in the octant and its application to default modelling
Kaushansky, Vadim
;
Lipton, Alexander
;
Reisinger, Christoph
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 434-465
Persistent link: https://www.econbiz.de/10012129173
Saved in:
4
Numerical valuation of basket credit derivatives in structural jump-diffusion models
Bujok, Karolina
;
Reisinger, Christoph
- In:
The journal of computational finance
15
(
2011/12
)
4
,
pp. 115-158
Persistent link: https://www.econbiz.de/10009575385
Saved in:
5
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
6
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
7
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Reisinger, Christoph
;
Wissmann, Rasmus
- In:
The journal of computational finance
18
(
2014/2015
)
4
,
pp. 95-127
Persistent link: https://www.econbiz.de/10011441267
Saved in:
8
A mixed Monte Carlo and partial differential equation variance reduction method for foreign exchange options under the Heston-Cox-Ingersoll-Ross model
Cozma, Andrei
;
Reisinger, Christoph
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 109-149
Persistent link: https://www.econbiz.de/10011689688
Saved in:
9
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
10
A flexible matrix Libor model with smiles
Da Foncesca, José
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 774-793
Persistent link: https://www.econbiz.de/10009726178
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
