Optimal investment with derivative securities

von İlhan, Ayraç
Veröffentlicht in Finance and stochastics (2005)

Stochastic volatility corrections for interest rate derivatives

Veröffentlicht in Mathematical finance (2004)

Short time-scale in S&P500 volatility

Veröffentlicht in The journal of computational finance (2003)

Maturity cycles in implied volatility

Veröffentlicht in Finance and stochastics (2004)

DEEP PQR: SOLVING INVERSE REINFORCEMENT LEARNING USING ANCHOR ACTIONS

von Geng, Sinong
Veröffentlicht in International Conference on Machine Learning (37. : 2020 : Online) 37th International Conference on Machine Learning (ICML 2020) ; Part 5 of 15 (2021)