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1
A review of new developments in finance with deep learning : deep
hedging
and deep calibration
Shinozaki, Yuji
-
2024
Persistent link: https://www.econbiz.de/10015053520
Saved in:
2
Hedging
futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
3
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
hedging
derivatives and of intertemporal consumption choice. …
Persistent link: https://www.econbiz.de/10009612020
Saved in:
4
Efficient
hedging
for a complete jump-diffusion model
Kirch, Michael
;
Krutchenko, R. N.
;
Melʹnikov, Aleksandr V.
-
2002
Persistent link: https://www.econbiz.de/10001684697
Saved in:
5
Hedging
and portfolio optimization in illiquid financial markets
Bank, Peter
;
Baum, Dietmar
-
2002
Persistent link: https://www.econbiz.de/10001685047
Saved in:
6
Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's cost of
hedging
: Joint Accounting & Finance Seminar
Chang, Jack S. K.
;
Chang, Carolyn
-
2002
Persistent link: https://www.econbiz.de/10001711245
Saved in:
7
Probabilistic aspects of financial risk
Föllmer, Hans
-
2000
Persistent link: https://www.econbiz.de/10001550562
Saved in:
8
Deep Quadratic
Hedging
Gnoatto, Alessandro
;
Lavagnini, Silvia
;
Picarelli, Athena
-
2022
Persistent link: https://www.econbiz.de/10013535748
Saved in:
9
Basket option pricing and implied correlation in a Lévy copula model
Linders, Daniël
;
Schoutens, Wim
-
2014
Persistent link: https://www.econbiz.de/10010422208
Saved in:
10
Term structure modeling for pension funds : what to do in practice?
Vlaar, Peter J. G.
-
2006
Persistent link: https://www.econbiz.de/10003401861
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