Skip to content
Universidad del Mar SIBUMAR Descubridor Institucional UMAR
  • Inicio
  • Búsqueda avanzada
  • Explorar
  • Login
    • English
    • Deutsch
    • Español
    • Français
    • Italiano
Advanced
  • Watanabe's expansion: A Solution for the convexity conundrum
Cover Image

Watanabe's expansion: A Solution for the convexity conundrum

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: García-Lorite, David, Merino, Raul
Format: Preprint
Published: 2024
Subjects:
Mathematical Finance
Computational Finance
Online Access:
Acceder al recurso
Tags: Add Tag
No Tags, Be the first to tag this record!
  • Cite this
  • Text this
  • Email this
  • Print
  • Export Record
    • Export to RefWorks
    • Export to EndNoteWeb
    • Export to EndNote
  • Save to List
  • Permanent link
  • Holdings
  • Description
  • Comments
  • Similar Items
  • Staff View

Internet

https://arxiv.org/abs/2404.01522

Similar Items

  • An Explicit Solution to Black-Scholes Implied Volatility
    by: Schadner, Wolfgang
    Published: (2026)
  • Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk
    by: Gupte, Sumedh, et al.
    Published: (2025)
  • Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Loève expansions
    by: Choi, Jaehyuk
    Published: (2024)
  • Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
    by: Peng, Yunfei, et al.
    Published: (2024)
  • From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
    by: Zhang, Wenxuan, et al.
    Published: (2026)
Universidad del Mar
Universidad del MarSistema Bibliotecario de la Universidad del MarDescubridor Institucional UMARImplementación y desarrollo: Mtro. Carlos Alonso Albores Pérez
InicioBúsqueda avanzadaExplorar
Visitas al Descubridor: 59,195© 2026 Universidad del Mar