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1
Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities
Guterding, Daniel
- In:
Risks : open access journal
11
(
2023
)
5
,
pp. 1-24
system of linear equations as an
optimization
problem, in which the SVD-transformed density minimizes the error between the …
Persistent link: https://www.econbiz.de/10014332042
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2
Iterative backpropagation method for efficient
gradient
estimation in bilevel network equilibrium
optimization
problems
Patwary, Ashraf Uz Zaman
;
Wang, Shuling
;
Lo, Hong Kam
- In:
Transportation science
57
(
2023
)
5
,
pp. 1134-1159
Persistent link: https://www.econbiz.de/10014393308
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3
Improving the convergence of simulation-based dynamic traffic assignment methodologies
Levin, Michael W.
;
Pool, Matt
;
Owens, Travis
;
Juri, …
- In:
Networks and spatial economics : a journal of …
15
(
2015
)
3
,
pp. 655-676
Persistent link: https://www.econbiz.de/10011546945
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4
Derivatives and subderivatives of buffered probability of exceedance
Zhang, Tong
;
Uryasev, Stan
;
Guan, Yongpei
- In:
Operations research letters
47
(
2019
)
2
,
pp. 130-132
Persistent link: https://www.econbiz.de/10012003278
Saved in:
5
On the estimation of causality in a bivariate dynamic probit model on panel data with stata software : a technical review
Moussa, Richard
;
Delattre, Eric
- In:
Theoretical economics letters
8
(
2018
)
6
,
pp. 1257-1278
Persistent link: https://www.econbiz.de/10011888210
Saved in:
6
The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
Saved in:
7
Earnings growth and movements in self-reported health
Halliday, Timothy
- In:
The review of income and wealth : journal of the …
63
(
2017
)
4
,
pp. 760-776
Persistent link: https://www.econbiz.de/10011820234
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8
Does the relationship between income and child health differ across income groups? : evidence from India
Swaminathan, Harini
;
Sharma, Anurag
;
Shah, Narendra
- In:
Economic modelling
79
(
2019
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012199046
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9
Children's health and income : evolution of the
gradient
Falke, Conner
;
Slusky, David
- In:
Applied economics letters
27
(
2020
)
10
,
pp. 816-822
Persistent link: https://www.econbiz.de/10012266920
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10
Absence of education-health
gradient
in a developing country and its implications for chronic diseases
Sohn, Kitae
- In:
The Singapore economic review : journal of the Economic …
66
(
2021
)
5
,
pp. 1521-1540
Persistent link: https://www.econbiz.de/10012664133
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