Swing contract pricing: With and without neural networks.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 2, p. 1, doi. 10.3934/fmf.2024007
- By:
- Publication type:
- Article
Works matching IS 27696715 AND DT 2024 AND VI 3 AND IP 2
Results: 5
1
2
Short time behavior of the ATM implied skew in the ADO-Heston model.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 2, p. 1, doi. 10.3934/fmf.2024005
- By:
- Publication type:
- Article
3
Optimal dividend strategies for a catastrophe insurer.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 2, p. 1, doi. 10.3934/fmf.2024008
- By:
- Publication type:
- Article
4
AHEAD: Ad hoc electronic auction design.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 2, p. 1, doi. 10.3934/fmf.2024004
- By:
- Publication type:
- Article
5
A conditional Version of the second fundamental theorem of asset pricing in discrete time.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 2, p. 1, doi. 10.3934/fmf.2024006
- By:
- Publication type:
- Article