43 results on '"O'Sullivan, Conall"'
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2. Ethics and Banking: Do Banks Divest Their Kind?
3. FRONT MATTER
4. BACK MATTER
5. FinTech Research and Applications
6. Ethics and Banking: Do Banks Divest Their Kind?
7. Option-Implied Asymmetry and Market Returns
8. Forecasting WTI crude oil futures returns: Does the term structure help?
9. A high-frequency analysis of return and volatility spillovers in the European sovereign bond market
10. Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm
11. Quantum-Inspired Evolutionary Algorithms for Financial Data Analysis
12. Calibration of the VGSSD Option Pricing Model using a Quantum-inspired Evolutionary Algorithm
13. On the term structure of liquidity in the European sovereign bond market
14. Information in the Term Structure of WTI Crude Oil Futures
15. Dividend Capture Returns: Anomaly or Risk Premium? Evidence from the Equity Options Markets
16. A genetic programming approach for delta hedging
17. Nonparametric Option Implied Tail Risk and Market Returns
18. On the Term Structure of Liquidity in the European Sovereign Bond Market
19. Calibration of the VGSSD Option Pricing Model using a Quantum-inspired Evolutionary Algorithm
20. Non-linear Principal Component Analysis of the Implied Volatility Smile using a Quantum-inspired Evolutionary Algorithm
21. An Analysis of the Performance of Genetic Programming for Realised Volatility Forecasting
22. Accelerated trinomial trees applied to American basket options and American options under the Bates model
23. Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model
24. A genetic programming approach for delta hedging
25. Realised volatility forecasting: A genetic programming approach
26. Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model
27. PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS
28. On the acceleration of explicit finite difference methods for option pricing
29. A comparative study of the canonical genetic algorithm and a real‐valued quantum‐inspired evolutionary algorithm
30. On the Acceleration of Explicit Finite Difference Methods for Option Pricing
31. Adaptive genetic programming for option pricing
32. Option pricing model calibration using a real-valued quantum-inspired evolutionary algorithm
33. Path Dependant Option Pricing under Levy Processes
34. Measuring and Analyzing Liquidity and Volatility Dynamics in the Euro-Area Government Bond Market
35. A genetic programming approach for delta hedging.
36. Derivatives Pricing with Accelerated Trinomial Trees
37. [Untitled]
38. The Variance Gamma Self-Decomposable Process in Actuarial Modelling
39. Pricing options under Heston’s stochastic volatility model via accelerated explicit finite differencing methods
40. Path dependent option pricing under Lévy processes applied to Bermudan options
41. Fintech research and applications : challenges and opportunities.
42. Adaptive genetic programming for option pricing.
43. Quantum-Inspired Evolutionary Algorithms for Calibration of the VG Option Pricing Model.
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