Skip to contents Witzany, Jiří [Author]; Fičura, Milan [Author] A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!) Books View online Schließen > Access https://wp.ffu.vse.cz/artkey/wps-202301-0007_a-comparison-of-neural-networks-and-bayesian-mcmc-for-the-heston-model-estimation-forget-statistics-8211-ma.php Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Prague: Faculty of Finance and Accounting, University of Economics, 2023 Published in: FFA Working Papers ; 2023,7 Teng, Long [Author]; Ehrhardt, Matthias [Author]; Günther, Michael [Author] Numerical simulation of the Heston Model under stochastic correlation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018 Dimitroff, G. [Author]; Szimayer, A. [Author]; Wagner, A. [Author] Quanto option pricing in the parsimonious Heston model Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/2152 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2009 Ruckdeschel, P. [Author]; Sayer, T. [Author]; Szimayer, A. [Author] Pricing American options in the Heston model: a close look on incorporating correlation Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/2314 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2011 Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2022 Mickel, Annalena [Author]; Neuenkirch, Andreas [Author] The weak convergence rate of two semi-exact discretization schemes for the Heston model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021 Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/1911-8074/15/5/189/pdf?version=1650369075 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of risk and financial management ; 15(2022), 5 vom: Mai, Artikel-ID 189, Seite 1-19 Mickel, Annalena [Author]; Neuenkirch, Andreas [Author] The weak convergence rate of two semi-exact discretization schemes for the Heston model Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-9091/9/1/23/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 1/23 vom: Jan., Seite 1-38 Gruszka, Jarosław [Author]; Szwabiński, Janusz [Author] Parameter estimation of the Heston volatility model with jumps in the asset prices Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2225-1146/11/2/15/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Econometrics ; 11(2023), 2 vom: Juni, Artikel-ID 15, Seite 1-26 Fusaro, Michelangelo [Author]; Giribone, Pier Giuseppe [Author]; Tissone, Alessio [Author] Analysis of numerical integration schemes for the Heston model : a case study based on the pricing of investment certificates Articles View online Schließen > Access https://www.aifirm.it/wp-content/uploads/2023/08/RMM-2023-02-Excerpt-2.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risk management magazine ; 18(2023), 2 vom: Mai/Aug., Seite 13-26 Schoenmakers, John G. M. [Author]; Milstein, Grigori N. [Author] Uniform approximation of the Cox-Ingersoll-Ross process Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weierstrass Institute for Applied Analysis and Stochastics publication server, 2015 Milstein, Grigori N. [Author]; Schoenmakers, John G.M. [Author] Path-wise approximation of the Cox-Ingersoll-Ross process - [published Version] Books View online Schließen > Links https://oa.tib.eu/renate/handle/123456789/3465 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013 Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1763, ISSN 0946-8633 Kruse, S. [Author] On the Pricing of Forward Starting Options under Stochastic Volatility Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/1510 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2003 Guterding, Daniel [Author] Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning Articles View online Schließen > Access https://www.sciencedirect.com/science/article/pii/S2405918821000064/pdfft?md5=08e517c32fddf76725bd01d6a0ac7ea4&pid=1-s2.0-S2405918821000064-main.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: The Journal of finance and data science ; 7(2021) vom: Nov., Seite 126-142 Desmettre, Sascha [Author]; Wenzel, Jörg [Author] On the valuation of discrete Asian options in high volatility environments Articles View online Schließen > Access https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2022.2108858 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Applied mathematical finance ; 28(2021), 6, Seite 508-533 Detlefsen, Kai [Author]; Härdle, Wolfgang Karl [Author] Forecasting the term structure of variance swaps Books View online Schließen > Links http://hdl.handle.net/10419/25135 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2006 Kraft, Holger [Author]; Korn, Ralf [Author] On The Stability of Continuous-Time Portfolio Problems with Stochastic Opportunity Set Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4358441 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Jerbi, Yacin [Author] Early exercise premium method for pricing American options under the J-model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2016 Milstein, Grigori N. [Author]; Schoenmakers, John G. M. [Author] Path-wise approximation of the Cox--Ingersoll--Ross process Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weierstrass Institute for Applied Analysis and Stochastics publication server, 2013 Milstein, Grigori N. [Author]; Schoenmakers, John G. M. [Author] Path-wise approximation of the Cox--Ingersoll--Ross process Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weierstrass Institute for Applied Analysis and Stochastics publication server, 2013
Witzany, Jiří [Author]; Fičura, Milan [Author] A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!) Books View online Schließen > Access https://wp.ffu.vse.cz/artkey/wps-202301-0007_a-comparison-of-neural-networks-and-bayesian-mcmc-for-the-heston-model-estimation-forget-statistics-8211-ma.php Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Prague: Faculty of Finance and Accounting, University of Economics, 2023 Published in: FFA Working Papers ; 2023,7
> Access https://wp.ffu.vse.cz/artkey/wps-202301-0007_a-comparison-of-neural-networks-and-bayesian-mcmc-for-the-heston-model-estimation-forget-statistics-8211-ma.php Show more show less
Teng, Long [Author]; Ehrhardt, Matthias [Author]; Günther, Michael [Author] Numerical simulation of the Heston Model under stochastic correlation Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018
Dimitroff, G. [Author]; Szimayer, A. [Author]; Wagner, A. [Author] Quanto option pricing in the parsimonious Heston model Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/2152 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2009
Ruckdeschel, P. [Author]; Sayer, T. [Author]; Szimayer, A. [Author] Pricing American options in the Heston model: a close look on incorporating correlation Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/2314 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2011
Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2022
Mickel, Annalena [Author]; Neuenkirch, Andreas [Author] The weak convergence rate of two semi-exact discretization schemes for the Heston model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2021
Chen, Wenting [Author]; Zhu, Song-Ping [Author] On the asymptotic behavior of the optimal exercise price near expiry of an American put option under stochastic volatility Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/1911-8074/15/5/189/pdf?version=1650369075 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2022 Published in: Journal of risk and financial management ; 15(2022), 5 vom: Mai, Artikel-ID 189, Seite 1-19
> Access Full access (via DOI) https://www.mdpi.com/1911-8074/15/5/189/pdf?version=1650369075 Show more show less
Mickel, Annalena [Author]; Neuenkirch, Andreas [Author] The weak convergence rate of two semi-exact discretization schemes for the Heston model Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2227-9091/9/1/23/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Risks ; 9(2021), 1/23 vom: Jan., Seite 1-38
Gruszka, Jarosław [Author]; Szwabiński, Janusz [Author] Parameter estimation of the Heston volatility model with jumps in the asset prices Articles View online Schließen > Access Full access (via DOI) https://www.mdpi.com/2225-1146/11/2/15/pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Econometrics ; 11(2023), 2 vom: Juni, Artikel-ID 15, Seite 1-26
Fusaro, Michelangelo [Author]; Giribone, Pier Giuseppe [Author]; Tissone, Alessio [Author] Analysis of numerical integration schemes for the Heston model : a case study based on the pricing of investment certificates Articles View online Schließen > Access https://www.aifirm.it/wp-content/uploads/2023/08/RMM-2023-02-Excerpt-2.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2023 Published in: Risk management magazine ; 18(2023), 2 vom: Mai/Aug., Seite 13-26
> Access https://www.aifirm.it/wp-content/uploads/2023/08/RMM-2023-02-Excerpt-2.pdf Show more show less
Schoenmakers, John G. M. [Author]; Milstein, Grigori N. [Author] Uniform approximation of the Cox-Ingersoll-Ross process Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weierstrass Institute for Applied Analysis and Stochastics publication server, 2015
Milstein, Grigori N. [Author]; Schoenmakers, John G.M. [Author] Path-wise approximation of the Cox-Ingersoll-Ross process - [published Version] Books View online Schließen > Links https://oa.tib.eu/renate/handle/123456789/3465 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013 Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1763, ISSN 0946-8633
Kruse, S. [Author] On the Pricing of Forward Starting Options under Stochastic Volatility Books View online Schließen > Links https://kluedo.ub.rptu.de/frontdoor/index/index/docId/1510 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KLUEDO - Publication Server of University of Kaiserslautern-Landau (RPTU), 2003
Guterding, Daniel [Author] Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning Articles View online Schließen > Access https://www.sciencedirect.com/science/article/pii/S2405918821000064/pdfft?md5=08e517c32fddf76725bd01d6a0ac7ea4&pid=1-s2.0-S2405918821000064-main.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: The Journal of finance and data science ; 7(2021) vom: Nov., Seite 126-142
> Access https://www.sciencedirect.com/science/article/pii/S2405918821000064/pdfft?md5=08e517c32fddf76725bd01d6a0ac7ea4&pid=1-s2.0-S2405918821000064-main.pdf Full access (via DOI) Show more show less
Desmettre, Sascha [Author]; Wenzel, Jörg [Author] On the valuation of discrete Asian options in high volatility environments Articles View online Schließen > Access https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2022.2108858 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. 2021 Published in: Applied mathematical finance ; 28(2021), 6, Seite 508-533
> Access https://www.tandfonline.com/doi/pdf/10.1080/1350486X.2022.2108858 Full access (via DOI) Show more show less
Detlefsen, Kai [Author]; Härdle, Wolfgang Karl [Author] Forecasting the term structure of variance swaps Books View online Schließen > Links http://hdl.handle.net/10419/25135 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2006
Kraft, Holger [Author]; Korn, Ralf [Author] On The Stability of Continuous-Time Portfolio Problems with Stochastic Opportunity Set Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4358441 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Jerbi, Yacin [Author] Early exercise premium method for pricing American options under the J-model Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Heidelberg: Springer, 2016
Milstein, Grigori N. [Author]; Schoenmakers, John G. M. [Author] Path-wise approximation of the Cox--Ingersoll--Ross process Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weierstrass Institute for Applied Analysis and Stochastics publication server, 2013
Milstein, Grigori N. [Author]; Schoenmakers, John G. M. [Author] Path-wise approximation of the Cox--Ingersoll--Ross process Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Weierstrass Institute for Applied Analysis and Stochastics publication server, 2013
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