Option pricing in the Heston model with physics inspired neural networks.
- Published in:
- Annals of Finance, 2024, v. 20, n. 3, p. 353, doi. 10.1007/s10436-024-00452-7
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- Article
Works matching IS 16142446 AND DT 2024 AND VI 20 AND IP 3
Results: 5
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2
A Girsanov transformed Clark-Ocone-Haussmann type formula for L1-pure jump additive processes and its application to portfolio optimization.
- Published in:
- Annals of Finance, 2024, v. 20, n. 3, p. 329, doi. 10.1007/s10436-024-00453-6
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- Publication type:
- Article
3
The profitability of interacting trading strategies from an ecological perspective.
- Published in:
- Annals of Finance, 2024, v. 20, n. 3, p. 377, doi. 10.1007/s10436-024-00445-6
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- Article
4
A term structure interest rate model with the Brownian bridge lower bound.
- Published in:
- Annals of Finance, 2024, v. 20, n. 3, p. 301, doi. 10.1007/s10436-024-00439-4
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- Publication type:
- Article
5
The effects of social media use by bank depositors.
- Published in:
- Annals of Finance, 2024, v. 20, n. 3, p. 289, doi. 10.1007/s10436-024-00450-9
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- Publication type:
- Article