The following pages link to Juho Kanniainen (Q433122):
Displaying 12 items.
- Option pricing under joint dynamics of interest rates, dividends, and stock prices (Q433123) (← links)
- Calibration of GARCH models using concurrent accelerated random search (Q905332) (← links)
- Can properly discounted projects follow geometric Brownian motion? (Q1044211) (← links)
- What drives the sensitivity of limit order books to company announcement arrivals? (Q1782389) (← links)
- Retaliation in bitcoin networks (Q2036935) (← links)
- Identification of information networks in stock markets (Q2246787) (← links)
- Matrix-based numerical modelling of financial differential equations (Q2655890) (← links)
- Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets* (Q4555662) (← links)
- Modeling Variance Risk Premium (Q4609756) (← links)
- Forecasting jump arrivals in stock prices: new attention-based network architecture using limit order book data (Q5120733) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- Empirical deep hedging (Q6101025) (← links)
