Narrow search
Showing 1 - 9 of 9
Cover Image
Deep neural network expressivity for optimal stopping problems
Gonon, Lukas - In: Finance and stochastics 28 (2024) 3, pp. 865-910
Persistent link: https://www.econbiz.de/10015130415
Cover Image
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z. - In: Finance and stochastics 12 (2008) 4, pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Cover Image
Bottleneck options
Ott, Curdin - In: Finance and stochastics 18 (2014) 4, pp. 845-872
Persistent link: https://www.econbiz.de/10010416190
Cover Image
Static hedging under maturity mismatch
Mayer, Philipp; Packham, Natalie; Schmidt, Wolfgang M. - In: Finance and stochastics 19 (2015) 3, pp. 509-539
Persistent link: https://www.econbiz.de/10011418246
Cover Image
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan; Krühner, Paul - In: Finance and stochastics 19 (2015) 3, pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Cover Image
Local risk-minimization for Barndorff-Nielsen and Shephard models
Arai, Takuji; Imai, Yuto; Suzuki, Ryoichi - In: Finance and stochastics 21 (2017) 2, pp. 551-592
Persistent link: https://www.econbiz.de/10011944406
Cover Image
A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
Benth, Fred Espen; Sgarra, Carlo - In: Finance and stochastics 28 (2024) 4, pp. 1035-1076
Persistent link: https://www.econbiz.de/10015130552
Cover Image
Facelifting in utility maximization
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan - In: Finance and stochastics 20 (2016) 1, pp. 99-121
Persistent link: https://www.econbiz.de/10011460007
Cover Image
Polynomial approximation of discounted moments
Zhao, Chenyu; Beek, Misha van; Spreij, Peter; Ba, Makhtar - In: Finance and stochastics 29 (2025) 1, pp. 63-95
Persistent link: https://www.econbiz.de/10015394774