Login / Signup
Gero Junike
ORCID
Publication Activity (10 Years)
Years Active: 2021-2022
Publications (10 Years): 2
Top Topics
Diffusion Model
Option Pricing
Neural Network Model
Risk Aversion
Top Venues
CoRR
Appl. Math. Comput.
</>
Publications
</>
Gero Junike
,
Konstantin Pankrashkin
Precise option pricing by the COS method - How to choose the truncation range.
Appl. Math. Comput.
421 (2022)
Solveig Flaig
,
Gero Junike
Scenario generation for market risk models using generative neural networks.
CoRR
(2021)