Horvath, Blanka: search on Z-Library

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1

Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models

Horvath, Blanka, Muguruza, Aitor, Tomas, Mehdi

Journal:

Quantitative Finance

Year:

2020

File:

PDF, 2.71 MB

2020

2

Deep Learning Volatility

Horvath, Blanka, Muguruza, Aitor, Tomas, Mehdi

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 4.48 MB

english, 2019

3

Volatility Options in Rough Volatility Models

Horvath, Blanka, Jacquier, Antoine, Tankov, Peter

Journal:

SIAM Journal on Financial Mathematics

Year:

2020

File:

PDF, 2.15 MB

2020

4

FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES

DÖRING, LEIF, HORVATH, BLANKA, TEICHMANN, JOSEF

Journal:

International Journal of Theoretical and Applied Finance

Year:

2017

Language:

english

File:

PDF, 655 KB

english, 2017

5

Functional Central Limit Theorems for Rough Volatility

Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 569 KB

english, 2017

6

Dirichlet Forms and Finite Element Methods for the SABR Model

Horvath, Blanka, Reichmann, Oleg

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 1.15 MB

english, 2018

7

Volatility Options in Rough Volatility Models

Horvath, Blanka, Jacquier, Antoine, Tankov, Peter

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 428 KB

english, 2018

8

Preparation of terbutylazine imprinted polymer microspheres using viscous polymerization solvents

Viola Horváth, Bettina Lorántfy, Blanka Tóth, Júlia Bognár, Krisztina László, George Horvai

Journal:

Journal of Separation Science

Year:

2009

Language:

english

File:

PDF, 1.26 MB

english, 2009

9

Early Increase in Complement Terminal Pathway Activation Marker sC5b-9 is Predictive for the Development of Thrombotic Microangiopathy after Stem Cell Transplantation

Horváth, Orsolya, Kállay, Krisztián, Csuka, Dorottya, Mező, Blanka, Sinkovits, György, Kassa, Csaba, Stréhn, Anita, Csordás, Katalin, Sinkó, János, Prohászka, Zoltán, Kriván, Gergely

Journal:

Biology of Blood and Marrow Transplantation

Year:

2018

Language:

english

File:

PDF, 915 KB

english, 2018

10

Analytic Option Prices for the Black-Karasinski Short Rate Model

Horvath, Blanka, Jacquier, Antoine, Turfus, Colin

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 547 KB

english, 2018

11

Asymptotic behaviour of randomised fractional volatility models

Horvath, Blanka, Jacquier, Antoine, Lacombe, Chloé

Journal:

Journal of Applied Probability

Year:

2019

Language:

english

File:

PDF, 370 KB

english, 2019

12

Asymptotic behaviour of randomised fractional volatility models

Horvath, Blanka, Jacquier, Antoine, Lacombe, Chloé

Journal:

Journal of Applied Probability

Year:

2019

File:

PDF, 370 KB

2019

13

Analytic Option Prices for the Black-Karasinski Short Rate Model

Horvath, Blanka, Jacquier, Antoine, Turfus, Colin

Journal:

SSRN Electronic Journal

Year:

2018

File:

PDF, 547 KB

2018

14

Mass at zero in the uncorrelated SABR model and implied volatility asymptotics

Gulisashvili, Archil, Horvath, Blanka, Jacquier, Antoine

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 2.33 MB

english, 2018

15

Mass at Zero and Small-Strike Implied Volatility Expansion in the SABR Model

Gulisashvili, Archil, Horvath, Blanka, Jacquier, Antoine

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 317 KB

english, 2015

16

Lack of heritability of exhaled volatile compound pattern: an electronic nose twin study

Tarnoki, David Laszlo, Bikov, Andras, Tarnoki, Adam Domonkos, Lazar, Zsofia, Szilagyi, Blanka Krisztina, Korosi, Beata Zita, Horvath, Tamas, Littvay, Levente, Losonczy, Gyorgy, Horvath, Ildiko

Journal:

Journal of Breath Research

Year:

2014

Language:

english

File:

PDF, 785 KB

english, 2014

17

Measurement of sodium ion concentration in undiluted urine with cation-selective polymeric membrane electrodes after the removal of interfering compounds

Feyisayo Phillips, Kim Kaczor, Neel Gandhi, Bradford D. Pendley, Robert K. Danish, Michael R. Neuman, Blanka Tóth, Viola Horváth, Ernö Lindner

Journal:

Year:

2007

Language:

english

File:

PDF, 868 KB

english, 2007

18

Environmental Enrichment Decreases Asphyxia-Induced Neurobehavioral Developmental Delay in Neonatal Rats

Kiss, Peter, Vadasz, Gyongyver, Kiss-Illes, Blanka, Horvath, Gabor, Tamas, Andrea, Reglodi, Dora, Koppan, Miklos

Journal:

International Journal of Molecular Sciences

Year:

2013

Language:

english

File:

PDF, 532 KB

english, 2013

19

Asymptotic Behaviour of Randomised Fractional Volatility Models

Horvath, Blanka, Jacquier, Antoine, Lacombe, Chloe

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 297 KB

english, 2017

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