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Grasselli, Matheus R.
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International journal of theoretical and applied finance : IJTAF
114
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ECONIS (ZBW)
114
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1
Deep learning in finance : a review of deep hedging and deep calibration techniques
Shinozaki, Yuji
- In:
International journal of theoretical and applied …
28
(
2025
)
3/4
,
pp. 1-44
Persistent link: https://www.econbiz.de/10015559872
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2
A survey of rough volatility
Hiraki, Kazuhiro
;
Shinozaki, Yuji
- In:
International journal of theoretical and applied …
28
(
2025
)
5/6
,
pp. 1-45
Persistent link: https://www.econbiz.de/10015559882
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3
The financial impact of carbon emissions on power utilities under climate scenarios
Krach, Florian
;
Kanter, Ashley
;
Hampwaye, Eba
; …
- In:
International journal of theoretical and applied …
27
(
2024
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015558741
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4
Systemic perspective of term risk in bank funding markets
Macrina, Andrea
;
Mahomed, Obeid
- In:
International journal of theoretical and applied …
27
(
2024
)
3/4
,
pp. 1-55
Persistent link: https://www.econbiz.de/10015558943
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5
Netting and novation in repo networks
Chehaitli, Hassan
;
Grasselli, Matheus R.
;
Hurd, T. R.
; …
- In:
International journal of theoretical and applied …
27
(
2024
)
3/4
,
pp. 1-45
Persistent link: https://www.econbiz.de/10015559339
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6
Set-valued intrinsic measures of sytemic risk
Hlavinová, Jana
;
Rudloff, Birgit
;
Smirnow, Alexander
- In:
International journal of theoretical and applied …
27
(
2024
)
7/8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10015559438
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7
Kelly trading and market equilibrium
Bermin, Hans-Peter
;
Holm, Magnus
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10014305905
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8
Dollar cost averaging returns estimation
Brown, Hayden
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014305915
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9
Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun
;
Rakotondratsimba, Yves
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
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10
Bounded strategies for maximizing the sharpe ratio
Ye, Jiang
;
Wang, Yiwei
;
Raza, Muhammad Wajid
- In:
International journal of theoretical and applied …
26
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014305921
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