Option pricing for Barndorff–Nielsen and Shephard model by supervised deep learning.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786324500117
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- Publication type:
- Article
Works matching IS 24247863 AND DT 2025 AND VI 12 AND IP 1
Results: 10
1
2
Dynamic optimal hedging with futures in portfolio context.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786324500105
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- Publication type:
- Article
3
Information transparency and stock sentiment beta: Evidence from China.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786324500087
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- Publication type:
- Article
4
Predicting crude oil prices using SARIMA-X method: An empirical study.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786324500075
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- Publication type:
- Article
5
Cross-industry contagion of systemic financial risks from the perspective of dynamic tail risk network: Evidence from China.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786324500051
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- Publication type:
- Article
6
Research on dynamic behavior hedging of corn price risk based on the LA-DCC-GARCH model under COVID-19.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786324500038
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- Publication type:
- Article
7
Does the COVID-19 outbreak affect dynamic co-movement among the stock markets of China, Japan, and the USA?
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786323500639
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- Publication type:
- Article
8
Derivation of discrete analog of Breeden–Litzenberger relation for risk-neutral density.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786323500615
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- Publication type:
- Article
9
Decoding financial choices: Investigating factors influencing the investment dynamics of the working women.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S242478632350055X
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- Publication type:
- Article
10
Regression analysis of factors impacting interest rates.
- Published in:
- International Journal of Financial Engineering, 2025, v. 12, n. 1, p. 1, doi. 10.1142/S2424786323500524
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- Publication type:
- Article