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A bias in the volatility smile

Chance, Don M.; Hanson, Thomas A.; Li, Weiping; … - In: Review of derivatives research 20 (2017) 1, pp. 47-90

Persistent link: https://www.econbiz.de/10011930559

Modern computational finance : AAD and parallel simulations with professional implementation in C++

Savine, Antoine - 2019

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Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model

Karlsson, Patrik; Jain, Shashi; Oosterlee, Cornelis … - In: International journal of financial engineering 3 (2016) 1, pp. 1-22

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Quantitative methods for economics and finance

Trinidad Segovia, Juan Evangelista (ed.); … - 2021

This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...

Persistent link: https://www.econbiz.de/10012586869

Introduction to advanced statistical analyses for computational economics and finance

Jawadi, Fredj - In: Computational economics 54 (2019) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10012134060

Estimating large losses in insurance analytics and operational risk using the g-and-h distribution

Bee, Marco; Hambuckers, J.; Trapin, L. - In: Quantitative finance 21 (2021) 7, pp. 1207-1221

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Contribution of disruptive technologies in computational finance

Bhatt, Arvind Kumar; Rai, Anand Kumar; Tiwari, Rajesh - In: Algorithmic approaches to financial technology : …, (pp. 160-173). 2024

Persistent link: https://www.econbiz.de/10014470652

Algorithmic approaches to financial technology : forecasting, trading, and optimization

Amandeep Singh (ed.); Taneja, Sanjay (ed.); Kumar, Pawan (ed.) - 2024

"This unique edited book provides a competitive edge in the financial sector by offering a platform for research. It explores the applications of AI-based algorithms for evolving market trends, with a focus on algorithm-based financial solutions for the stock market, portfolio optimization, and...

Persistent link: https://www.econbiz.de/10014423716

Affine term structure models : a time-change approach with perfect fit to market curves

Mbaye, Cheikh; Vrins, Frédéric - In: Mathematical finance : an international journal of … 32 (2022) 2, pp. 678-724

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A note on CVA and wrong way risk

Baviera, Roberto; Bua, Gaetano La; Pellicioli, Paolo - In: International journal of financial engineering 3 (2016) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10011577115