Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Deep hedging under rough volat...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Yield curve
4
Zinsstruktur
4
Affine processes
2
Artificial intelligence
2
Capital income
2
Forecasting model
2
Hedging
2
Kapitaleinkommen
2
Künstliche Intelligenz
2
Machine learning
2
Prognoseverfahren
2
SABR model
2
(NUPBR) condition
1
(P-UT) property
1
Accurate price approximation
1
Analysis
1
Analytic tractability
1
Anleihe
1
Arbitrage
1
Arbitrage Pricing
1
Arbitrage pricing
1
Asymptotic expansions
1
Binary aerosol
1
Binary nucleation
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Bond market
1
Bond markets
1
CAPM
1
Calibration
1
Diffusions with jumps
1
more ...
less ...
Online availability
All
Undetermined
Free
48
CC license
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
10
Undetermined
4
Author
All
Teichmann, Josef
10
Cuchiero, Christa
4
Horvath, Blanka Nora
4
Gulisashvili, Archil
2
Wüthrich, Mario V.
2
Bayer, Christian
1
Buehler, Hans
1
Djikaev, Y.S.
1
Döring, Leif
1
Friz, Peter K.
1
Gonon, Lukas
1
Grmela, M.
1
Harms, Philipp
1
Jacquier, Antoine
1
Keller-Ressel, Martin
1
Klein, Irene
1
Muguruza, Aitor
1
Schmidt, Thorsten
1
Siopacha, Maria
1
Stefanovits, David
1
Stemper, Benjamin
1
Teichmann, J.
1
Tomas, Mehdi
1
Wood, Ben
1
more ...
less ...
Published in...
All
Quantitative finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Astin bulletin : the journal of the International Actuarial Association
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and Stochastics
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Physica A: Statistical Mechanics and its Applications
1
Quantitative Finance
1
Stochastic Processes and their Applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
RePEc
4
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional analytic (ir-)regularity properties of SABR-type processes
Döring, Leif
;
Horvath, Blanka Nora
;
Teichmann, Josef
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011686937
Saved in:
2
Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
Saved in:
3
Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
Saved in:
4
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics
Gulisashvili, Archil
;
Horvath, Blanka Nora
;
Jacquier, …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1753-1765
Persistent link: https://www.econbiz.de/10012261909
Saved in:
5
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
Cuchiero, Christa
;
Teichmann, Josef
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 743-761
Persistent link: https://www.econbiz.de/10011420460
Saved in:
6
Consistent recalibration of yield curve models
Harms, Philipp
;
Stefanovits, David
;
Teichmann, Josef
; …
- In:
Mathematical finance : an international journal of …
28
(
2018
)
3
,
pp. 757-799
Persistent link: https://www.econbiz.de/10011969080
Saved in:
7
Consistent yield curve prediction
Teichmann, Josef
;
Wüthrich, Mario V.
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011576708
Saved in:
8
No arbitrage theory for bond markets
Klein, Irene
;
Schmidt, Thorsten
;
Teichmann, Josef
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 381-421)
.
2016
Persistent link: https://www.econbiz.de/10011800388
Saved in:
9
Deep hedging
Buehler, Hans
;
Gonon, Lukas
;
Teichmann, Josef
;
Wood, Ben
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1271-1291
Persistent link: https://www.econbiz.de/10012194788
Saved in:
10
Markovian lifts of positive semidefinite affine Volterra-typeprocesses
Cuchiero, Christa
;
Teichmann, Josef
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 407-448
Persistent link: https://www.econbiz.de/10012127229
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
