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Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas - In: Finance and stochastics 27 (2023) 1, pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
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Efficient discretization of stochastic integrals
Fukasawa, Masaaki - In: Finance and stochastics 18 (2014) 1, pp. 175-208
Persistent link: https://www.econbiz.de/10010235454
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Robust utility maximization for a diffusion market model with misspecified coefficients
Tevzadze, Revaz; Toronjadze, Teimuraz; Uzunashvili, Tamaz - In: Finance and stochastics 17 (2013) 3, pp. 535-563
Persistent link: https://www.econbiz.de/10009756023
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Efficient estimation of drift parameters in stochastic volatility models
Gloter, Arnaud - In: Finance and stochastics 11 (2007) 4, pp. 495-519
Persistent link: https://www.econbiz.de/10003645519
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Existence of Lévy term structure models
Filipović, Damir; Tappe, Stefan - In: Finance and stochastics 12 (2008) 1, pp. 83-115
Persistent link: https://www.econbiz.de/10003592553
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Polynomial diffusions and applications in finance
Filipović, Damir; Larsson, Martin - In: Finance and stochastics 20 (2016) 4, pp. 931-972
Persistent link: https://www.econbiz.de/10011570151
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Realised volatility and parametric estimation of Heston SDEs
Azencott, Robert; Ren, Peng; Timofeyev, Ilya - In: Finance and stochastics 24 (2020) 3, pp. 723-755
Persistent link: https://www.econbiz.de/10012518091
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On arbitrarily slow convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes
Hefter, Mario; Jentzen, Arnulf - In: Finance and stochastics 23 (2019) 1, pp. 139-172
Persistent link: https://www.econbiz.de/10012023704
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Importance sampling for option pricing with feedforward neural networks
Arandjelović, Aleksandar; Rheinländer, Thorsten; … - In: Finance and stochastics 29 (2025) 1, pp. 97-141
Persistent link: https://www.econbiz.de/10015394776
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Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
Friesen, Martin; Karbach, Sven - In: Finance and stochastics 28 (2024) 4, pp. 1077-1116
Persistent link: https://www.econbiz.de/10015130554