//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"no-arbitrage"
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
Black-Box Model Risk in Financ...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
no-arbitrage
Theorie
9
Theory
9
Option pricing theory
7
Optionspreistheorie
7
Forecasting model
6
Prognoseverfahren
6
Artificial intelligence
5
Künstliche Intelligenz
5
Hedging
4
Option trading
4
Optionsgeschäft
4
Arbitrage
3
Black-Scholes model
3
Black-Scholes-Modell
3
Estimation theory
3
European options
3
Schätztheorie
3
Simulation
3
Statistical test
3
Statistischer Test
3
Stochastic process
3
Stochastischer Prozess
3
Switching behaviour
3
Time series analysis
3
Wechselverhalten
3
Zeitreihenanalyse
3
Analysis
2
Arbitrage Pricing
2
Arbitrage pricing
2
Bid-ask spread
2
Derivat
2
Derivative
2
Electronic trading
2
Elektronisches Handelssystem
2
Finanzmathematik
2
Geld-Brief-Spanne
2
Induktive Statistik
2
Inference
2
Market models
2
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Cohen, Samuel N.
3
Reisinger, Christoph
3
Wang, Sheng
3
Published in...
All
Applied mathematical finance
2
The journal of computational finance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
3
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->