Suchergebnisse

Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models

Reward-Risk Momentum Strategies Using Classical Tempered Stable Distribution

In: Journal of Banking and Finance, Band 58, S. 194-213

Long and Short Memory in the Risk-Neutral Pricing Process

In: Journal of Derivatives, Summer 2019, DOI: https://doi.org/10.3905/jod.2019.1.077

The Equity Risk Posed by the Too-Big-To-Fail Banks: A Foster-Hart Estimation

In: Annals of Operations Research, Band (1), Heft 21–41

Foster-Hart Optimal Portfolios

In: Journal of Banking and Finance, Band 68

Quanto Option Pricing with Lévy Models

Financial models with Lévy processes and volatility clustering

In: The Frank J. Fabozzi series

Association between types of involvement in school bullying and different dimensions of anxiety symptoms and the moderating effects of age and gender in Taiwanese adolescents

In: Child abuse & neglect: the international journal ; official journal of the International Society for the Prevention of Child Abuse and Neglect, Band 37, Heft 4, S. 263-272

ISSN: 1873-7757