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Fast valuation and calibration of credit default swaps under Lévy dynamics
Fang, Fang; Jönsson, Henrik; Oosterlee, Cornelis W; … - In: The journal of computational finance 14 (2010) 2, pp. 57-87
Persistent link: https://www.econbiz.de/10008787349
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Modeling the bid and ask prices of options
Madan, Dilip B.; Schoutens, Wim; Wang, King - In: The journal of computational finance 26 (2023) 4, pp. 1-36
Persistent link: https://www.econbiz.de/10014342059
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Fast valuation and calibration of credit default swaps under Lévy dynamics
Fang, Fang; Jönsson, Henrik; Oosterlee, Cornelis W.; … - In: The journal of computational finance 14 (2010/11) 2, pp. 57-86
Persistent link: https://www.econbiz.de/10008810136
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Pricing credit default swaps under Lévy models
Cariboni, Jessica; Schoutens, Wim - In: The journal of computational finance 10 (2006/07) 4, pp. 71-91
Persistent link: https://www.econbiz.de/10003542263
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Gradient boosting for quantitative finance
Davis, Jesse; Devos, Laurens; Reyners, Sofie; Schoutens, Wim - In: The journal of computational finance 24 (2021) 4, pp. 1-40
Persistent link: https://www.econbiz.de/10012544161