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  • Search: subject:"approximation error bounds"
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Subject
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approximation error bounds 2 ATM-forward options 1 Analysis of variance 1 Bayes-Statistik 1 Bayesian dynamic programming 1 Bayesian inference 1 Black-Scholes formula 1 Black-Scholes model 1 Black-Scholes-Modell 1 Derivat 1 Derivative 1 Dynamic programming 1 Dynamische Optimierung 1 Estimation theory 1 Implied volatility 1 Mathematical programming 1 Mathematische Optimierung 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Schätztheorie 1 Stochastic process 1 Stochastischer Prozess 1 Varianzanalyse 1 Volatility 1 Volatilität 1 exploration-exploitation trade-off 1 strong consistency 1 variance regularization 1
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Undetermined 2
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Kim, Michael Jong 1 Radoičić, Radoš 1 Stefanica, Dan 1
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International journal of financial engineering 1 Mathematics of operations research 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Variance regularization in sequential Bayesian optimization
Kim, Michael Jong - In: Mathematics of operations research 45 (2020) 3, pp. 966-992
Persistent link: https://www.econbiz.de/10012293363
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A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan; Radoičić, Radoš - In: International journal of financial engineering 3 (2016) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
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