Browsing All of EconStor by Author Oosterlee, Cornelis Willebrordus
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2018 | Between P and Q: The PQ measure for pricing in asset liability management | Van Dijk, Marcel T. P.; De Graaf, Cornelis S. L.; Oosterlee, Cornelis Willebrordus |
2019 | Model-free stochastic collocation for an arbitrage-free implied volatility, part II | Le Floc’h, Fabien; Oosterlee, Cornelis Willebrordus |
2019 | Pricing options and computing implied volatilities using neural networks | Liu, Shuaiqiang; Oosterlee, Cornelis Willebrordus; Bohte, Sander M. |
2022 | The seven-league scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations | Liu, Shuaiqiang; Grzelak, Lech A.; Oosterlee, Cornelis Willebrordus |