The Journal of Computational Finance
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412
(FIVE YEARS 35)

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Nowcasting networks

2021 ◽  
Vol 24 (3) ◽  
pp. 1-39
Author(s):  
Marc Chataigner ◽  
Stéphane Crépey ◽  
Jiang Pu

scholarly journals Quantization-based Bermudan option pricing in the foreign exchange world

2021 ◽  
Author(s):  
Jean-Michel Fayolle ◽  
Vincent Lemaire ◽  
Thibaut Montes
Keyword(s):  
Option Pricing ◽  
Foreign Exchange ◽  
Bermudan Option

Gradient boosting for quantitative finance

2021 ◽  
Author(s):  
Jesse Davis ◽  
Laurens Devos ◽  
Sofie Reyners ◽  
Wim Schoutens
Keyword(s):  
Gradient Boosting ◽  
Quantitative Finance

scholarly journals Branching diffusions with jumps, and valuation with systemic counterparties

2021 ◽  
Author(s):  
Christoph Belak ◽  
Daniel Hoffmann ◽  
Frank Seifried
Keyword(s):  
Branching Diffusions
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