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A moment matching market implied calibration
Guillaume, Florence; Schoutens, Wim - In: Quantitative finance 13 (2013) 9, pp. 1359-1373
Persistent link: https://www.econbiz.de/10010186149
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On the pricing of capped volatility swaps using machine learning techniques
Höcht, Stephan; Schoutens, Wim; Verschueren, Eva - In: Quantitative finance 24 (2024) 9, pp. 1287-1300
Persistent link: https://www.econbiz.de/10015196887
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Risk conscious investment
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: Quantitative finance 24 (2024) 10, pp. 1401-1421
Persistent link: https://www.econbiz.de/10015196933
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Conic quantization : stochastic volatility and market implied liquidity
Fiorin, Lucio; Schoutens, Wim - In: Quantitative finance 20 (2020) 4, pp. 531-542
Persistent link: https://www.econbiz.de/10012194906
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Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan; Madan, Dilip B.; Reyners, Sofie; … - In: Quantitative finance 18 (2018) 10, pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
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Errata : Instantaneous Portfolio Theory
Madan, Dilip B.; Reyners, Sofie; Schoutens, Wim - In: Quantitative finance 22 (2022) 4, pp. 633-634
Persistent link: https://www.econbiz.de/10013367841