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~subject:"Derivative"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
2
An integrated model for fire sales and default contagion
Detering, Nils
;
Meyer-Brandis, Thilo
;
Panagiotou, …
- In:
Mathematics and financial economics
15
(
2021
)
1
,
pp. 59-101
Persistent link: https://www.econbiz.de/10012433632
Saved in:
3
Local risk-minimization with multiple assets under illiquidity with applications in energy markets
Christodoulou, Panagiotis
;
Detering, Nils
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011891849
Saved in:
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