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Displaying results 1 to 3 of 3.

  1. The missing tail risk in option prices
    Author: Brown, Jason P.; Melek, Nida Çakır; Matschke, Johannes; Sattiraju, Sai A.
    Published: [2023]
    Publisher:  Federal Research Bank of Kansas City, Kansas City, Mo.

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 359
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: KcFED research working papers ; RWP 23, 02 (March 2023)
    Subjects: Option Pricing; Density Forecasts; Behavioral Finance; Under-insurance
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  2. Conic optimization with applications in finance and approximation theory
    Author: Kirschner, Felix
    Published: [2023]
    Publisher:  Tilburg University, Tilburg

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 181
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056687090
    Other identifier:
    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 707 (2023)]
    Subjects: Conic Optimization; Moment Problem; Approximation Theory; Finance; Semidefinite Programming; Hierarchy; Interior-Point Algorithm; Option Pricing; Optimization Techniques; Approximation; Convergence Analysis; Optimization Problem; Modeling; Framework
    Scope: 1 Online-Ressource (circa 217 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2023
  3. Deep structural estimation: with an application to option pricing
    Author: Chen, Hui; Didisheim, Antoine; Scheidegger, Simon
    Published: [2021]
    Publisher:  Université de Lausanne, Faculté des hautes études commerciales (HEC), Département d'économie, Lausanne

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 554
    Inter-library loan:
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Cahier de recherches économiques du Département d'Econométrie et d'Economie ; 21, 14
    Subjects: Deep Learning; Structural Estimation; Option Pricing; Parameter Stability
    Scope: 1 Online-Ressource (circa 57 Seiten), Illustrationen