M. Barkhagen
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Person:2214231
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimising portfolio diversification and dimensionality Journal of Global Optimization | 2023-01-19 | Paper |
| Modeling and evaluation of the option book hedging problem using stochastic programming Quantitative Finance | 2021-07-16 | Paper |
| Recovering the real-world density and liquidity premia from option data Quantitative Finance | 2021-07-16 | Paper |
| On stochastic gradient Langevin dynamics with dependent data streams in the logconcave case Bernoulli | 2020-12-07 | Paper |
| Optimising portfolio diversification and dimensionality | 2019-06-03 | Paper |
Research outcomes over time
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