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Optimal changes of Gaussian measures, with applications to finance

Schellhorn, Henry (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002518394

A double-sided multiunit combinatorial auction for substitutes : theory and algorithms

Schellhorn, Henry (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002518396

A trading mechanism contingent on several indices

Schellhorn, Henry - In: European journal of operational research : EJOR 213 (2011) 3, pp. 551-558

Persistent link: https://www.econbiz.de/10009158115

A double-sided multiunit combinatorial auction for substitutes : theory and algorithms

Schellhorn, Henry - In: European journal of operational research : EJOR 197 (2009) 2, pp. 799-808

Persistent link: https://www.econbiz.de/10003847850

American option pricing with regression : convergence analysis

Liu, Chen; Schellhorn, Henry; Peng, Qidi - In: International journal of theoretical and applied finance 22 (2019) 8, pp. 1-31

Persistent link: https://www.econbiz.de/10012183261

Machine learning for asset management and pricing

Schellhorn, Henry; Kong, Tianmin - Society for Industrial and Applied Mathematics - 2024

Covers the latest advances in machine-learning methods for asset management and asset pricing. Cutting-edge material is integrated with mainstream finance theory and statistical methods to provide a coherent narrative

Persistent link: https://www.econbiz.de/10014451886

Credit risk in a network economy

Cossin, Didier; Schellhorn, Henry - In: Management science : journal of the Institute for … 53 (2007) 10, pp. 1604-1617

Persistent link: https://www.econbiz.de/10003563095

Publikation des Swiss Finance Institute

Swiss Finance Institute - Bern : Haupt - 306.2007 -

Persistent link: https://www.econbiz.de/10003447611

Options trading strategies and equity risk premia

Tedeschini, Davide - 2018

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Research paper series / Swiss Finance Institute

Swiss Finance Institute - Geneva - 2006 -

Persistent link: https://www.econbiz.de/10003557381