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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos; Rastegari, Javad; Stentoft, Lars - In: International review of financial analysis 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
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Analyzing credit spread changes using explainable artificial intelligence
Heger, Julia; Min, Aleksey; Zagst, Rudi - In: International review of financial analysis 94 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10014543984
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Pricing of derivatives on commodity indices
Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151
Persistent link: https://www.econbiz.de/10010168914