Results for 10002191663

Results for 10002191663 Showing 1 - 50 results of 18475 Laminas_Feed_Writer 2 (https://getlaminas.org) https://www.econbiz.de/similar/results?mlt=subject&lng=en&view=rss&id=10002191663&sort=econbiz_created+desc&limit=50 18475 0 50 Connectedness of G10 cross-currency basis derivatives markets Fri, 05 Jun 2026 13:50:28 +0000 https://www.econbiz.de/Record/connectedness-of-g10-cross-currency-basis-derivatives-markets-agudze-komla/10015652413?sid=1535773118 https://www.econbiz.de/Record/connectedness-of-g10-cross-currency-basis-derivatives-markets-agudze-komla/10015652413?sid=1535773118 Agudze, Komla Article 2024 Agudze, Komla 0 The power of neural networks in stochastic volatility modeling Fri, 05 Jun 2026 13:20:28 +0000 https://www.econbiz.de/Record/the-power-of-neural-networks-in-stochastic-volatility-modeling-sch%C3%B6n-caspar/10015652385?sid=1535773118 https://www.econbiz.de/Record/the-power-of-neural-networks-in-stochastic-volatility-modeling-sch%C3%B6n-caspar/10015652385?sid=1535773118 Schön, Caspar Article 2025 Schön, Caspar 0 Temporal dynamics of market microstructure in cryptocurrency perpetual futures : econometric evidence from centralized and decentralized exchanges Fri, 05 Jun 2026 12:05:31 +0000 https://www.econbiz.de/Record/temporal-dynamics-market-microstructure-cryptocurrency-perpetual-futures-econometric-evidence-centralized-decentralized-exchanges-zhivkov-petar/10015652336?sid=1535773118 https://www.econbiz.de/Record/temporal-dynamics-market-microstructure-cryptocurrency-perpetual-futures-econometric-evidence-centralized-decentralized-exchanges-zhivkov-petar/10015652336?sid=1535773118 Zhivkov, Petar Article 2026 Zhivkov, Petar 0 Improvements in global bond portfolio risk management and performance by hedging the components of total risk with derivatives Mon, 01 Jun 2026 15:20:43 +0000 https://www.econbiz.de/Record/improvements-in-global-bond-portfolio-risk-management-and-performance-by-hedging-the-components-of-total-risk-with-derivatives-konstantinov-gueorgui/10015650994?sid=1535773118 https://www.econbiz.de/Record/improvements-in-global-bond-portfolio-risk-management-and-performance-by-hedging-the-components-of-total-risk-with-derivatives-konstantinov-gueorgui/10015650994?sid=1535773118 Konstantinov, Gueorgui Article 2025 Konstantinov, Gueorgui 0 Innovative capital markets research and accounting practitioners available to purchase Mon, 01 Jun 2026 11:05:45 +0000 https://www.econbiz.de/Record/innovative-capital-markets-research-and-accounting-practitioners-available-to-purchase-callahan-carolyn/10015650874?sid=1535773118 https://www.econbiz.de/Record/innovative-capital-markets-research-and-accounting-practitioners-available-to-purchase-callahan-carolyn/10015650874?sid=1535773118 Callahan, Carolyn M. Article 2025 Callahan, Carolyn M. 0 When defaults cannot be hedged: an actuarial approach to xVA calculations via local risk-minimization Thu, 28 May 2026 15:20:39 +0000 https://www.econbiz.de/Record/when-defaults-cannot-be-hedged-an-actuarial-approach-to-xva-calculations-via-local-risk-minimization-biagini-francesca/10015650305?sid=1535773118 https://www.econbiz.de/Record/when-defaults-cannot-be-hedged-an-actuarial-approach-to-xva-calculations-via-local-risk-minimization-biagini-francesca/10015650305?sid=1535773118 Biagini, Francesca Book / Working Paper 2025 Biagini, Francesca 0 CEOs' early-life disaster experiences and corporate hedging activities Thu, 28 May 2026 12:00:38 +0000 https://www.econbiz.de/Record/ceos-early-life-disaster-experiences-and-corporate-hedging-activities-yiwei/10015647633?sid=1535773118 https://www.econbiz.de/Record/ceos-early-life-disaster-experiences-and-corporate-hedging-activities-yiwei/10015647633?sid=1535773118 Li, Yiwei Article 2026 Li, Yiwei 0 Chapter 12. Alternative Risk Transfer Tue, 26 May 2026 22:02:05 +0000 https://www.econbiz.de/Record/chapter-12-alternative-risk-transfer/10015645395?sid=1535773118 https://www.econbiz.de/Record/chapter-12-alternative-risk-transfer/10015645395?sid=1535773118 Article 2025 0 Chapter 1. Deriving Big Insights from Big Data: The Next Era-in Data-driven Management Tue, 26 May 2026 22:02:05 +0000 https://www.econbiz.de/Record/chapter-1-deriving-big-insights-from-big-data-the-next-era-in-data-driven-management-satpathy-ipseeta/10015645990?sid=1535773118 https://www.econbiz.de/Record/chapter-1-deriving-big-insights-from-big-data-the-next-era-in-data-driven-management-satpathy-ipseeta/10015645990?sid=1535773118 Satpathy, Ipseeta Article 2025 Satpathy, Ipseeta 0 A novel framework for probabilistic forecasting of electricity forward curves Tue, 26 May 2026 08:35:44 +0000 https://www.econbiz.de/Record/a-novel-framework-for-probabilistic-forecasting-of-electricity-forward-curves-dietze-marina/10015644731?sid=1535773118 https://www.econbiz.de/Record/a-novel-framework-for-probabilistic-forecasting-of-electricity-forward-curves-dietze-marina/10015644731?sid=1535773118 Dietze, Marina Article 2026 Dietze, Marina 0 Spot Bitcoin ETFs : the struggle was worth it Tue, 26 May 2026 05:35:39 +0000 https://www.econbiz.de/Record/spot-bitcoin-etfs-the-struggle-was-worth-it-hornback-andrew/10015644681?sid=1535773118 https://www.econbiz.de/Record/spot-bitcoin-etfs-the-struggle-was-worth-it-hornback-andrew/10015644681?sid=1535773118 Hornback, Andrew M. Article 2025 Hornback, Andrew M. 0 A novel AI-based trading framework for futures markets : evidence from the MTX case study Fri, 22 May 2026 06:35:43 +0000 https://www.econbiz.de/Record/a-novel-ai-based-trading-framework-for-futures-markets-evidence-from-the-mtx-case-study-hsieh-heng/10015644217?sid=1535773118 https://www.econbiz.de/Record/a-novel-ai-based-trading-framework-for-futures-markets-evidence-from-the-mtx-case-study-hsieh-heng/10015644217?sid=1535773118 Hsieh, Yu-Heng Article 2026 Hsieh, Yu-Heng 0 Regulatory reform of OTC derivatives and its implications for sovereign debt management practices : report by the OECD Ad Hoc Expert Group on OTC Derivatives ; regulations and implications for sovereign debt management practices Wed, 20 May 2026 20:00:47 +0000 https://www.econbiz.de/Record/regulatory-reform-derivatives-implications-sovereign-debt-management-practices-report-oecd-expert-group-derivatives-regulations-implications-sovereign/10015643591?sid=1535773118 https://www.econbiz.de/Record/regulatory-reform-derivatives-implications-sovereign-debt-management-practices-report-oecd-expert-group-derivatives-regulations-implications-sovereign/10015643591?sid=1535773118 Book / Working Paper 2011 0 The evolution of CCP risk management : a tale of automation, but artificial intelligence? Wed, 20 May 2026 09:50:41 +0000 https://www.econbiz.de/Record/the-evolution-of-ccp-risk-management-a-tale-of-automation-but-artificial-intelligence-cerezetti-fernando/10015643238?sid=1535773118 https://www.econbiz.de/Record/the-evolution-of-ccp-risk-management-a-tale-of-automation-but-artificial-intelligence-cerezetti-fernando/10015643238?sid=1535773118 Cerezetti, Fernando Article 2025 Cerezetti, Fernando 0 13. Financial derivatives Tue, 19 May 2026 20:16:03 +0000 https://www.econbiz.de/Record/13-financial-derivatives-amewu-godfred/10015642332?sid=1535773118 https://www.econbiz.de/Record/13-financial-derivatives-amewu-godfred/10015642332?sid=1535773118 Amewu, Godfred Article 2025 Amewu, Godfred 0 9. Speculating return and hedging risk with derivatives Tue, 19 May 2026 20:16:03 +0000 https://www.econbiz.de/Record/9-speculating-return-and-hedging-risk-with-derivatives-tang-tian-lori/10015642348?sid=1535773118 https://www.econbiz.de/Record/9-speculating-return-and-hedging-risk-with-derivatives-tang-tian-lori/10015642348?sid=1535773118 Tang, Tian (Lori) Article 2025 Tang, Tian (Lori) 0 12. Crypto assets and crypto derivatives Tue, 19 May 2026 20:16:03 +0000 https://www.econbiz.de/Record/12-crypto-assets-and-crypto-derivatives-routledge-bryan/10015642750?sid=1535773118 https://www.econbiz.de/Record/12-crypto-assets-and-crypto-derivatives-routledge-bryan/10015642750?sid=1535773118 Routledge, Bryan Article 2026 Routledge, Bryan 0 The mechanistic role of investor sentiment in futures market risk spillover Tue, 19 May 2026 13:05:38 +0000 https://www.econbiz.de/Record/the-mechanistic-role-of-investor-sentiment-in-futures-market-risk-spillover-jiang-han/10015641986?sid=1535773118 https://www.econbiz.de/Record/the-mechanistic-role-of-investor-sentiment-in-futures-market-risk-spillover-jiang-han/10015641986?sid=1535773118 Jiang, Han Article 2026 Jiang, Han 0 Do firms smooth earnings less when they can hedge noise better? Mon, 18 May 2026 07:50:39 +0000 https://www.econbiz.de/Record/do-firms-smooth-earnings-less-when-they-can-hedge-noise-better-ferracuti-elia/10015641310?sid=1535773118 https://www.econbiz.de/Record/do-firms-smooth-earnings-less-when-they-can-hedge-noise-better-ferracuti-elia/10015641310?sid=1535773118 Ferracuti, Elia Article 2025 Ferracuti, Elia 0 Usage of interest rate derivatives in risk management : an analysis Wed, 13 May 2026 11:35:39 +0000 https://www.econbiz.de/Record/usage-of-interest-rate-derivatives-in-risk-management-an-analysis-chatterjee-subhamoy/10015640511?sid=1535773118 https://www.econbiz.de/Record/usage-of-interest-rate-derivatives-in-risk-management-an-analysis-chatterjee-subhamoy/10015640511?sid=1535773118 Chatterjee, Subhamoy Article 2025 Chatterjee, Subhamoy 0 Navigating credit valuation adjustment (CVA) under CRR III : a comparative analysis of SA-CVA, BA-CVA and SI-CVA Wed, 13 May 2026 08:30:41 +0000 https://www.econbiz.de/Record/navigating-credit-valuation-adjustment-cva-under-crr-iii-a-comparative-analysis-of-sa-cva-ba-cva-and-si-cva-gellenbeck-daniela/10015640320?sid=1535773118 https://www.econbiz.de/Record/navigating-credit-valuation-adjustment-cva-under-crr-iii-a-comparative-analysis-of-sa-cva-ba-cva-and-si-cva-gellenbeck-daniela/10015640320?sid=1535773118 Gellenbeck, Daniela Article 2025 Gellenbeck, Daniela 0 Contagion and default risks in derivative pricing : a Hawkes-based model Fri, 08 May 2026 07:45:44 +0000 https://www.econbiz.de/Record/contagion-and-default-risks-in-derivative-pricing-a-hawkes-based-model-agana-francis/10015638968?sid=1535773118 https://www.econbiz.de/Record/contagion-and-default-risks-in-derivative-pricing-a-hawkes-based-model-agana-francis/10015638968?sid=1535773118 Agana, Francis Article 2026 Agana, Francis 0 Deleveraging CAPM : asset betas vs. equity betas Wed, 06 May 2026 08:36:42 +0000 https://www.econbiz.de/Record/deleveraging-capm-asset-betas-vs-equity-betas-barone-emilio/10015638216?sid=1535773118 https://www.econbiz.de/Record/deleveraging-capm-asset-betas-vs-equity-betas-barone-emilio/10015638216?sid=1535773118 Barone, Emilio Article 2026 Barone, Emilio 0 Effective strategies for managing market risks in Small and Medium-Sized Enterprises(SMEs) Tue, 05 May 2026 09:51:42 +0000 https://www.econbiz.de/Record/effective-strategies-for-managing-market-risks-in-small-and-medium-sized-enterprises-smes-abdusalomova-nodira/10015637795?sid=1535773118 https://www.econbiz.de/Record/effective-strategies-for-managing-market-risks-in-small-and-medium-sized-enterprises-smes-abdusalomova-nodira/10015637795?sid=1535773118 Abdusalomova, Nodira B. Article 2026 Abdusalomova, Nodira B. 0 Quantitative finance : an introduction to investments, asset pricing, and derivatives Wed, 29 Apr 2026 09:36:43 +0000 https://www.econbiz.de/Record/quantitative-finance-an-introduction-to-investments-asset-pricing-and-derivatives-walden-johan/10015636336?sid=1535773118 https://www.econbiz.de/Record/quantitative-finance-an-introduction-to-investments-asset-pricing-and-derivatives-walden-johan/10015636336?sid=1535773118 Walden, Johan Book / Working Paper 2026 Walden, Johan 0 Nudging us forward Sat, 25 Apr 2026 23:51:44 +0000 https://www.econbiz.de/Record/nudging-us-forward-elanbeck-gabriella/10015634735?sid=1535773118 https://www.econbiz.de/Record/nudging-us-forward-elanbeck-gabriella/10015634735?sid=1535773118 Elanbeck, Gabriella Article 2018 Elanbeck, Gabriella 0 Treasury bond futures and options Fri, 24 Apr 2026 19:06:41 +0000 https://www.econbiz.de/Record/treasury-bond-futures-and-options-johnson-owain/10015634388?sid=1535773118 https://www.econbiz.de/Record/treasury-bond-futures-and-options-johnson-owain/10015634388?sid=1535773118 Johnson, Owain Book / Working Paper 2026 Johnson, Owain 0 Systemic risk under different clearing methods for multiple derivatives Thu, 23 Apr 2026 09:41:43 +0000 https://www.econbiz.de/Record/systemic-risk-under-different-clearing-methods-for-multiple-derivatives-tang-miao/10015633583?sid=1535773118 https://www.econbiz.de/Record/systemic-risk-under-different-clearing-methods-for-multiple-derivatives-tang-miao/10015633583?sid=1535773118 Tang, Miao Article 2026 Tang, Miao 0 A blockchain architecture for hourly electricity rights and yield derivatives Thu, 23 Apr 2026 07:51:39 +0000 https://www.econbiz.de/Record/a-blockchain-architecture-for-hourly-electricity-rights-and-yield-derivatives-evdokimov-volodymyr/10015633511?sid=1535773118 https://www.econbiz.de/Record/a-blockchain-architecture-for-hourly-electricity-rights-and-yield-derivatives-evdokimov-volodymyr/10015633511?sid=1535773118 Evdokimov, Volodymyr Article 2026 Evdokimov, Volodymyr 0 How marketing transforms in flourishing futures Wed, 22 Apr 2026 14:30:29 +0000 https://www.econbiz.de/Record/how-marketing-transforms-in-flourishing-futures-waddock-sandra/10015633444?sid=1535773118 https://www.econbiz.de/Record/how-marketing-transforms-in-flourishing-futures-waddock-sandra/10015633444?sid=1535773118 Waddock, Sandra A. Article 2023 Waddock, Sandra A. 0 Deriving experimental estimates of digital trade Sun, 19 Apr 2026 02:16:16 +0000 https://www.econbiz.de/Record/deriving-experimental-estimates-of-digital-trade/10015629412?sid=1535773118 https://www.econbiz.de/Record/deriving-experimental-estimates-of-digital-trade/10015629412?sid=1535773118 Book / Working Paper 2025 0 Global EV Outlook 2022 : Securing supplies for an electric future Sun, 19 Apr 2026 02:16:16 +0000 https://www.econbiz.de/Record/global-ev-outlook-2022-securing-supplies-for-an-electric-future/10015630942?sid=1535773118 https://www.econbiz.de/Record/global-ev-outlook-2022-securing-supplies-for-an-electric-future/10015630942?sid=1535773118 Book / Working Paper 2022 0 Study on the validity of volatility trading Fri, 17 Apr 2026 06:18:31 +0000 https://www.econbiz.de/Record/study-on-the-validity-of-volatility-trading-castillo-alberto/10015628389?sid=1535773118 https://www.econbiz.de/Record/study-on-the-validity-of-volatility-trading-castillo-alberto/10015628389?sid=1535773118 Castillo, Alberto Article 2026 Castillo, Alberto 0 Popular optimization : making complex choices simple Thu, 16 Apr 2026 23:18:27 +0000 https://www.econbiz.de/Record/popular-optimization-making-complex-choices-simple-zak-eugene/10015628346?sid=1535773118 https://www.econbiz.de/Record/popular-optimization-making-complex-choices-simple-zak-eugene/10015628346?sid=1535773118 Zak, Eugene J. Book / Working Paper 2026 Zak, Eugene J. 0 Central clearing and the pricing of specialness in repo markets Tue, 14 Apr 2026 09:08:30 +0000 https://www.econbiz.de/Record/central-clearing-and-the-pricing-of-specialness-in-repo-markets-danisewicz-piotr/10015626941?sid=1535773118 https://www.econbiz.de/Record/central-clearing-and-the-pricing-of-specialness-in-repo-markets-danisewicz-piotr/10015626941?sid=1535773118 Danisewicz, Piotr Book / Working Paper 2026 Danisewicz, Piotr 0 Machine confirming : validating financial theories with transfer learning Fri, 10 Apr 2026 08:03:29 +0000 https://www.econbiz.de/Record/machine-confirming-validating-financial-theories-with-transfer-learning-xin-zhao/10015625859?sid=1535773118 https://www.econbiz.de/Record/machine-confirming-validating-financial-theories-with-transfer-learning-xin-zhao/10015625859?sid=1535773118 Xin, Zhao Article 2025 Xin, Zhao 0 Covid-19's impact on Indian derivatives market Wed, 08 Apr 2026 06:35:31 +0000 https://www.econbiz.de/Record/covid-19-s-impact-on-indian-derivatives-market-singh-sanjay-kumar/10015624774?sid=1535773118 https://www.econbiz.de/Record/covid-19-s-impact-on-indian-derivatives-market-singh-sanjay-kumar/10015624774?sid=1535773118 Singh, Sanjay Kumar Article 2025 Singh, Sanjay Kumar 0 The derivatives debate : do derivatives disclosures add value during difficult times? Tue, 07 Apr 2026 09:20:36 +0000 https://www.econbiz.de/Record/the-derivatives-debate-do-derivatives-disclosures-add-value-during-difficult-times-toerien-franz-eduard/10015624593?sid=1535773118 https://www.econbiz.de/Record/the-derivatives-debate-do-derivatives-disclosures-add-value-during-difficult-times-toerien-franz-eduard/10015624593?sid=1535773118 Toerien, Franz Eduard Article 2025 Toerien, Franz Eduard 0 The economic function of futures markets Thu, 02 Apr 2026 16:20:49 +0000 https://www.econbiz.de/Record/the-economic-function-of-futures-markets-williams-jeffrey/10015624157?sid=1535773118 https://www.econbiz.de/Record/the-economic-function-of-futures-markets-williams-jeffrey/10015624157?sid=1535773118 Williams, Jeffrey Book / Working Paper 1986 Williams, Jeffrey 0 Financial calculus : an introduction to derivative pricing Thu, 02 Apr 2026 16:05:47 +0000 https://www.econbiz.de/Record/financial-calculus-an-introduction-to-derivative-pricing-baxter-martin/10015623832?sid=1535773118 https://www.econbiz.de/Record/financial-calculus-an-introduction-to-derivative-pricing-baxter-martin/10015623832?sid=1535773118 Baxter, Martin Book / Working Paper 1996 Baxter, Martin 0 Financial derivatives : pricing, applications, and mathematics Thu, 02 Apr 2026 15:35:49 +0000 https://www.econbiz.de/Record/financial-derivatives-pricing-applications-and-mathematics-baz-jamil/10015623350?sid=1535773118 https://www.econbiz.de/Record/financial-derivatives-pricing-applications-and-mathematics-baz-jamil/10015623350?sid=1535773118 Baz, Jamil Book / Working Paper 2004 Baz, Jamil 0 Theory of financial risk and derivative pricing : from statistical physics to risk management Thu, 02 Apr 2026 15:35:49 +0000 https://www.econbiz.de/Record/theory-of-financial-risk-and-derivative-pricing-from-statistical-physics-to-risk-management-bouchaud-jean-philippe/10015623468?sid=1535773118 https://www.econbiz.de/Record/theory-of-financial-risk-and-derivative-pricing-from-statistical-physics-to-risk-management-bouchaud-jean-philippe/10015623468?sid=1535773118 Bouchaud, Jean-Philippe Book / Working Paper 2003 Bouchaud, Jean-Philippe 0 Weather derivative valuation : the meteorological, statistical, financial and mathematical foundations Thu, 02 Apr 2026 15:35:49 +0000 https://www.econbiz.de/Record/weather-derivative-valuation-the-meteorological-statistical-financial-and-mathematical-foundations-jewson-stephen/10015623513?sid=1535773118 https://www.econbiz.de/Record/weather-derivative-valuation-the-meteorological-statistical-financial-and-mathematical-foundations-jewson-stephen/10015623513?sid=1535773118 Jewson, Stephen Book / Working Paper 2005 Jewson, Stephen 0 Financial products : an introduction using mathematics and Excel Thu, 02 Apr 2026 15:20:49 +0000 https://www.econbiz.de/Record/financial-products-an-introduction-using-mathematics-and-excel-dalton-bill/10015623246?sid=1535773118 https://www.econbiz.de/Record/financial-products-an-introduction-using-mathematics-and-excel-dalton-bill/10015623246?sid=1535773118 Dalton, Bill Book / Working Paper 2008 Dalton, Bill 0 The mathematics of financial derivatives : a student introduction Thu, 02 Apr 2026 15:05:51 +0000 https://www.econbiz.de/Record/the-mathematics-of-financial-derivatives-a-student-introduction-wilmott-paul/10015622964?sid=1535773118 https://www.econbiz.de/Record/the-mathematics-of-financial-derivatives-a-student-introduction-wilmott-paul/10015622964?sid=1535773118 Wilmott, Paul Book / Working Paper 2009 Wilmott, Paul 0 Synthetic CDOs : modelling, valuation and risk management Thu, 02 Apr 2026 15:05:51 +0000 https://www.econbiz.de/Record/synthetic-cdos-modelling-valuation-and-risk-management-mounfield-craig/10015623022?sid=1535773118 https://www.econbiz.de/Record/synthetic-cdos-modelling-valuation-and-risk-management-mounfield-craig/10015623022?sid=1535773118 Mounfield, Craig C. Book / Working Paper 2009 Mounfield, Craig C. 0 The microstructure of financial markets Thu, 02 Apr 2026 15:05:51 +0000 https://www.econbiz.de/Record/the-microstructure-of-financial-markets-jong-frank/10015623060?sid=1535773118 https://www.econbiz.de/Record/the-microstructure-of-financial-markets-jong-frank/10015623060?sid=1535773118 Jong, Frank de Book / Working Paper 2009 Jong, Frank de 0 A practical approach to XVA : the evolution of derivatives valuation after the financial crisis Thu, 02 Apr 2026 13:06:03 +0000 https://www.econbiz.de/Record/a-practical-approach-to-xva-the-evolution-of-derivatives-valuation-after-the-financial-crisis-tsuchiya-osamu/10015621781?sid=1535773118 https://www.econbiz.de/Record/a-practical-approach-to-xva-the-evolution-of-derivatives-valuation-after-the-financial-crisis-tsuchiya-osamu/10015621781?sid=1535773118 Tsuchiya, Osamu Book / Working Paper 2019 Tsuchiya, Osamu 0 Optimal mean reversion trading : mathematical analysis and practical applications Thu, 02 Apr 2026 13:06:03 +0000 https://www.econbiz.de/Record/optimal-mean-reversion-trading-mathematical-analysis-and-practical-applications-leung-tim/10015621948?sid=1535773118 https://www.econbiz.de/Record/optimal-mean-reversion-trading-mathematical-analysis-and-practical-applications-leung-tim/10015621948?sid=1535773118 Leung, Tim Book / Working Paper 2016 Leung, Tim 0 Derivatives algorithms : V. 1: Bones Thu, 02 Apr 2026 13:06:03 +0000 https://www.econbiz.de/Record/derivatives-algorithms-v-1-bones-hyer-tom/10015621955?sid=1535773118 https://www.econbiz.de/Record/derivatives-algorithms-v-1-bones-hyer-tom/10015621955?sid=1535773118 Hyer, Tom Book / Working Paper 2016 Hyer, Tom 0