Matches in SemOpenAlex for { <https://semopenalex.org/work/W4290035199> ?p ?o ?g. }
Showing items 1 to 72 of
72
with 100 items per page.
- W4290035199 abstract "We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to standard finite difference methods in different examples. We observe that the new scheme outperforms a standard, second-order central finite difference approximation in all our experiments." @default.
- W4290035199 created "2022-08-06" @default.
- W4290035199 creator A5025811959 @default.
- W4290035199 creator A5051372654 @default.
- W4290035199 date "2017-10-16" @default.
- W4290035199 modified "2023-10-16" @default.
- W4290035199 title "Efficient hedging in Bates model using high-order compact finite differences" @default.
- W4290035199 doi "https://doi.org/10.48550/arxiv.1710.05542" @default.
- W4290035199 hasPublicationYear "2017" @default.
- W4290035199 type Work @default.
- W4290035199 citedByCount "0" @default.
- W4290035199 crossrefType "posted-content" @default.
- W4290035199 hasAuthorship W4290035199A5025811959 @default.
- W4290035199 hasAuthorship W4290035199A5051372654 @default.
- W4290035199 hasBestOaLocation W42900351991 @default.
- W4290035199 hasConcept C10138342 @default.
- W4290035199 hasConcept C108268861 @default.
- W4290035199 hasConcept C126255220 @default.
- W4290035199 hasConcept C127413603 @default.
- W4290035199 hasConcept C134306372 @default.
- W4290035199 hasConcept C135628077 @default.
- W4290035199 hasConcept C144468803 @default.
- W4290035199 hasConcept C146978453 @default.
- W4290035199 hasConcept C162324750 @default.
- W4290035199 hasConcept C181330731 @default.
- W4290035199 hasConcept C182306322 @default.
- W4290035199 hasConcept C205951836 @default.
- W4290035199 hasConcept C2780829570 @default.
- W4290035199 hasConcept C2781303124 @default.
- W4290035199 hasConcept C28826006 @default.
- W4290035199 hasConcept C2988766672 @default.
- W4290035199 hasConcept C33923547 @default.
- W4290035199 hasConcept C41008148 @default.
- W4290035199 hasConcept C66938386 @default.
- W4290035199 hasConcept C77618280 @default.
- W4290035199 hasConceptScore W4290035199C10138342 @default.
- W4290035199 hasConceptScore W4290035199C108268861 @default.
- W4290035199 hasConceptScore W4290035199C126255220 @default.
- W4290035199 hasConceptScore W4290035199C127413603 @default.
- W4290035199 hasConceptScore W4290035199C134306372 @default.
- W4290035199 hasConceptScore W4290035199C135628077 @default.
- W4290035199 hasConceptScore W4290035199C144468803 @default.
- W4290035199 hasConceptScore W4290035199C146978453 @default.
- W4290035199 hasConceptScore W4290035199C162324750 @default.
- W4290035199 hasConceptScore W4290035199C181330731 @default.
- W4290035199 hasConceptScore W4290035199C182306322 @default.
- W4290035199 hasConceptScore W4290035199C205951836 @default.
- W4290035199 hasConceptScore W4290035199C2780829570 @default.
- W4290035199 hasConceptScore W4290035199C2781303124 @default.
- W4290035199 hasConceptScore W4290035199C28826006 @default.
- W4290035199 hasConceptScore W4290035199C2988766672 @default.
- W4290035199 hasConceptScore W4290035199C33923547 @default.
- W4290035199 hasConceptScore W4290035199C41008148 @default.
- W4290035199 hasConceptScore W4290035199C66938386 @default.
- W4290035199 hasConceptScore W4290035199C77618280 @default.
- W4290035199 hasLocation W42900351991 @default.
- W4290035199 hasLocation W42900351992 @default.
- W4290035199 hasOpenAccess W4290035199 @default.
- W4290035199 hasPrimaryLocation W42900351991 @default.
- W4290035199 hasRelatedWork W1483639123 @default.
- W4290035199 hasRelatedWork W2042176734 @default.
- W4290035199 hasRelatedWork W2146968349 @default.
- W4290035199 hasRelatedWork W2172165847 @default.
- W4290035199 hasRelatedWork W2374957748 @default.
- W4290035199 hasRelatedWork W2391341148 @default.
- W4290035199 hasRelatedWork W2950351293 @default.
- W4290035199 hasRelatedWork W2951982484 @default.
- W4290035199 hasRelatedWork W3030440357 @default.
- W4290035199 hasRelatedWork W3122075052 @default.
- W4290035199 isParatext "false" @default.
- W4290035199 isRetracted "false" @default.
- W4290035199 workType "article" @default.