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Gero Junike
ORCID
Publication Activity (10 Years)
Years Active: 2021-2024
Publications (10 Years): 3
Top Topics
Neural Network Model
Stock Price
Computational Complexity
Option Pricing
Top Venues
CoRR
Appl. Math. Comput.
Numerische Mathematik
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Publications
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Gero Junike
On the number of terms in the COS method for European option pricing.
Numerische Mathematik
156 (2) (2024)
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)