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Search: isPartOf:"The journal of computational finance"
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Option pricing theory
265
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Madan, Dilip B.
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The journal of computational finance
448
The journal of computational finance : JFC
14
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ECONIS (ZBW)
395
OLC EcoSci
67
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21
Pricing the correlation skew with normal mean-variance mixture copulas
Luján Fernández, Ignacio
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 83-99
Persistent link: https://www.econbiz.de/10013549659
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22
Adjoint differentiation for generic matrix functions
Goloubentsev, Andrei
;
Goloubentsev, Dmitri
;
Lakshtanov, …
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 101-112
Persistent link: https://www.econbiz.de/10013549660
Saved in:
23
Deep learning for efficient frontier calculation in finance
Warin, Xavier
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10014546269
Saved in:
24
Optimal trade execution with uncertain volume target
Vaes, Julien
;
Hauser, Raphael A.
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 37-80
Persistent link: https://www.econbiz.de/10014546277
Saved in:
25
A general firm value model under partial information
Mbaye, Cheikh
;
Sagna, Abass
;
Vrins, Frédéric
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10014546279
Saved in:
26
Subsampling and other considerations for efficient risk estimation in large portfolios
Giles, Michael B.
;
Haji-Ali, Abdul-Lateef
- In:
The journal of computational finance
26
(
2022
)
1
,
pp. 113-140
Persistent link: https://www.econbiz.de/10014546280
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27
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
28
Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
Saved in:
29
Robust product Markovian quantization
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10014546287
Saved in:
30
Stability and convergence of Galerkin schemes for parabolic equations with application to Kolmogorov pricing equations in time-inhomogeneous Lévy models
Gaß, Maximillian
;
Glau, Kathrin
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 79-105
Persistent link: https://www.econbiz.de/10014546290
Saved in:
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