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Option pricing theory
9
Optionspreistheorie
9
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8
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The journal of computational finance : JFC
14
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ECONIS (ZBW)
14
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1
Modeling the bid and ask prices of options
Madan, Dilip B.
;
Schoutens, Wim
;
Wang, King
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 3-36
Persistent link: https://www.econbiz.de/10014486879
Saved in:
2
An optimal control strategy for execution of large stock orders using long short-term memory networks
Papanicolaou, Andrew
;
Fu, Hao
;
Krishnamurthy, Prasanth
; …
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014486884
Saved in:
3
Sharp L¹-approximation of the log-Heston stochastic differential equation by Euler-type methods
Mickel, Annalena
;
Neuenkirch, Andreas
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 67-100
Persistent link: https://www.econbiz.de/10014486902
Saved in:
4
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014486917
Saved in:
5
Neural stochastic differential equations for conditional time series generation using the Signature-Wasserstein-1 metric
Díaz Lozano, Pere
;
Lozano Bagén, Toni
;
Vives, Josep
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014486922
Saved in:
6
A general control variate method for time-changed Lévy processes : an application to options pricing
Shiraya, Kenichiro
;
Wang, Cong
;
Yamazaki, Akira
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 25-57
Persistent link: https://www.econbiz.de/10014486932
Saved in:
7
Toward a unified implementation of regression Monte Carlo algorithms
Ludkovski, Mike
- In:
The journal of computational finance : JFC
27
(
2023
)
1
,
pp. 59-109
Persistent link: https://www.econbiz.de/10014486934
Saved in:
8
Refined analysis of the no-butterfly-arbitrage domain for SSVI slices
Martini, Claude
;
Mingone, Arianna
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014486951
Saved in:
9
Hedging of financial derivative contracts via Monte Carlo tree search
Szehr, Oleg
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 47-80
Persistent link: https://www.econbiz.de/10014487005
Saved in:
10
Automatic adjoint differentiation for special functions involving expectations
Brito, José
;
Goloubentsev, Andrei
;
Goncharov, Evgeny
- In:
The journal of computational finance : JFC
27
(
2023
)
2
,
pp. 33-46
Persistent link: https://www.econbiz.de/10014487027
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