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Strategic asset allocation with switching dependence
Hainaut, Donatien; MacGilchrist, Renaud - In: Annals of finance 8 (2012) 1, pp. 75-96
Persistent link: https://www.econbiz.de/10009510578
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Option pricing in the Heston model with physics inspired neural networks
Hainaut, Donatien; Casas, Alex - In: Annals of finance 20 (2024) 3, pp. 353-376
Persistent link: https://www.econbiz.de/10015188746
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A switching self-exciting jump diffusion process for stock prices
Hainaut, Donatien; Moraux, Franck - In: Annals of finance 15 (2019) 2, pp. 267-306
Persistent link: https://www.econbiz.de/10012058243
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Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike; Hainaut, Donatien - In: Annals of finance 20 (2024) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10014566365