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  1. 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!)

    Prague: Faculty of Finance and Accounting, University of Economics, 2023

    Published in: FFA Working Papers ; 2023,7

  2. 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

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 5 vom: Mai, Artikel-ID 189, Seite 1-19

  3. 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

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    2023

    Published in: Risk management magazine ; 18(2023), 2 vom: Mai/Aug., Seite 13-26

  4. Milstein, Grigori N. [Author]; Schoenmakers, John G.M. [Author]

    Path-wise approximation of the Cox-Ingersoll-Ross process - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2013

    Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1763, ISSN 0946-8633

  5. Guterding, Daniel [Author]

    Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning

    2021

    Published in: The Journal of finance and data science ; 7(2021) vom: Nov., Seite 126-142