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Robust statistical arbitrage strategies
Lütkebohmert, Eva; Sester, Julian - In: Quantitative finance 21 (2021) 3, pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
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Tightening robust price bounds for exotic derivatives
Lütkebohmert, Eva; Sester, Julian - In: Quantitative finance 19 (2019) 11, pp. 1797-1815
Persistent link: https://www.econbiz.de/10015123055
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A hybrid convolutional neural network with long short-term memory for statistical arbitrage
Eggebrecht, P.; Lütkebohmert, Eva - In: Quantitative finance 23 (2023) 4, pp. 595-613
Persistent link: https://www.econbiz.de/10014304278
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Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura; Eberlein, Ernst; Schmidt, Thorsten; … - In: Quantitative finance 20 (2020) 5, pp. 867-886
Persistent link: https://www.econbiz.de/10012262632