Browsen in EconStor gesamt nach Autor:innen Venter, Pierre J.
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Erscheinungsjahr | Titel | Autor:innen |
2020 | Price discovery in the cryptocurrency option market: A univariate GARCH approach | Venter, Pierre J.; Maré, Eben; Pindza, Edson |
2020 | GARCH generated volatility indices of Bitcoin and CRIX | Venter, Pierre J.; Maré, E. |
2021 | Univariate and multivariate GARCH models applied to Bitcoin futures option pricing | Venter, Pierre J.; Maré, E. |
2021 | A comparison of artificial neural networks and bootstrap aggregating ensembles in a modern financial derivative pricing framework | Du Plooy, Ryno; Venter, Pierre J. |
2021 | Pricing vanilla options using artificial neural networks: Application to the South African market | Du Plooy, Ryno; Venter, Pierre J. |
2022 | Collateralised option pricing in a South African context: A Univariate GARCH approach | Venter, Pierre J.; Levendis, Alexis; Maré, Eben |