Results 281 to 290 of about 5,889 (311)

Derivatives Pricing with xVAs

SSRN Electronic Journal, 2023
openaire   +1 more source

Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing

Quantitative Finance, 2021
exaly  

Derivatives Pricing and Hedging

2022
Ashwin Rao, Tikhon Jelvis
openaire   +1 more source

Derivative Pricing With Wishart Multivariate Stochastic Volatility

Journal of Business and Economic Statistics, 2010
Christian Gouriéroux
exaly  

Pricing Derivatives

2001
openaire   +1 more source

Efficient Derivative Pricing by the Extended Method of Moments

Econometrica, 2011
Christian Gouriéroux
exaly  

Pricing Derivatives

2006
openaire   +1 more source

A mixed derivative terms removing method in multi-asset option pricing problems

Applied Mathematics Letters, 2016
R Company, Vera N Egorova, L Jódar
exaly  

Pricing Inflaiton Derivatives

SSRN Electronic Journal, 2012
Fabio Mercurio, Joshua Xingzhi Zhang
openaire   +1 more source

On utility-based derivative pricing with and without intermediate trades

Statistics & Risk Modeling, 2006
Jan Kallsen, Christoph Kuhn
exaly