//--> //--> //-->
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
~type_genre:"Article in journal"
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
Option pricing theory
4
Optionspreistheorie
4
European options
3
Option trading
3
Optionsgeschäft
3
no-arbitrage
3
Arbitrage
2
Black-Scholes model
2
Black-Scholes-Modell
2
Derivat
2
Derivative
2
Market models
2
market simulators
2
Analysis
1
Arbitrage Pricing
1
Arbitrage pricing
1
Bid-ask spread
1
EU countries
1
EU-Staaten
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation theory
1
Geld-Brief-Spanne
1
Hedging
1
Hypothesis test
1
Induktive Statistik
1
Inference
1
Inferential expectations
1
Mathematical analysis
1
Neural networks
1
Neuronale Netze
1
Risiko
1
Risk
1
Schätztheorie
1
Securities trading
1
Simulation
1
Static arbitrage
1
Statistical inference
1
Statistical test
1
Statistischer Test
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Festschrift
1
Graue Literatur
1
Non-commercial literature
1
more ...
less ...
Language
All
English
6
Author
All
Cohen, Samuel N.
6
Reisinger, Christoph
4
Wang, Sheng
4
Henckel, Timo
1
Menzies, Gordon Douglas
1
Muhle-Karbe, Johannes
1
Szpruch, Lukasz
1
Zizzo, Daniel John
1
more ...
less ...
Published in...
All
Applied mathematical finance
3
Economics letters
1
Mathematics and financial economics
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A limit order book model for latency arbitrage
Cohen, Samuel N.
;
Szpruch, Lukasz
- In:
Mathematics and financial economics
6
(
2012
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10009624627
Saved in:
2
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
3
Switching cost models as hypothesis tests
Cohen, Samuel N.
;
Henckel, Timo
;
Menzies, Gordon Douglas
; …
- In:
Economics letters
175
(
2019
),
pp. 32-35
Persistent link: https://www.econbiz.de/10012121122
Saved in:
4
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:
5
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:
6
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...
//-->