Benjamin Stemper und Mehdi Tomas - Info zur Person

(1 - 5 von 8

)

Deep Hedging under Rough Volatility - MDPI

mdpi-res.com

von B Horvath · · Zitiert von: 11 — Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › risks › risks

Deep Hedging under Rough Volatility - Research Collection

www.research-collection.ethz.ch

von B Horvath · · Zitiert von: 12 — Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › handle

Deep hedging under rough volatility - EconStor

www.econstor.eu

von BN Horvath · · Zitiert von: 11 — Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › risks

Fast direct calibration of interest rate derivatives pricing models

dl.acm.org

von L Sabbioni · — Christian Bayer, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › doi

Deep Hedging under Rough Volatility | HTML - MDPI

www.mdpi.com

von B Horvath · · Zitiert von: 11 — [Google Scholar] [CrossRef][Green Version]; Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas › htm

Alle Infos zum Namen "Benjamin Stemper"

Verwandte Suchanfragen zu Benjamin Stemper

Joerg Martin
Jorg Martin
Peter Friz

Paul Gassiat
Blanka Horvath
Christian Bayer

Daniela Kettermann
Liane Eiden

Personen
Vorname "Benjamin" (28819)
Name "Stemper" (126)

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z