![[höher]](/style/images/multi_up.png)
Eine Ebene höherGruppiert nach:
Dokumententyp
| Veröffentlichungsdatum
Springe zu: Zeitschriftenartikel | Paper
Anzahl der Publikationen: 15
Zeitschriftenartikel
Brignone, Riccardo 
ORCID: https://orcid.org/0000-0001-8282-8036 und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(2026):
Exact simulation of stochastic volatility models based on conditional Fourier-cosine method.
In: European Journal of Operational Research, Bd. 328, Nr. 3: S. 1036-1053
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-8282-8036 und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(2026):
Exact simulation of stochastic volatility models based on conditional Fourier-cosine method.
In: European Journal of Operational Research, Bd. 328, Nr. 3: S. 1036-1053
[PDF, 1MB]
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Stier, Hauke und Christiansen, Marcus
(18. Juli 2025):
Profit and loss decomposition in continuous time and approximations.
In: Finance and Stochastics, Bd. 29, Nr. 4: S. 1075-1107
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-8686-2661; Stier, Hauke und Christiansen, Marcus
(18. Juli 2025):
Profit and loss decomposition in continuous time and approximations.
In: Finance and Stochastics, Bd. 29, Nr. 4: S. 1075-1107
[PDF, 1MB]
Behrens, Tobias; Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661 und Schoutens, Wim
(März 2025):
Failure of Fourier pricing techniques to approximate the Greeks.
In: Frontiers of Mathematical Finance, Bd. 4: S. 102-113
ORCID: https://orcid.org/0000-0001-8686-2661 und Schoutens, Wim
(März 2025):
Failure of Fourier pricing techniques to approximate the Greeks.
In: Frontiers of Mathematical Finance, Bd. 4: S. 102-113
Brignone, Riccardo; Stier, Hauke und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(2025):
Enhancing the COS method with machine learning.
In: International Journal of Computer Mathematics [Forthcoming]
ORCID: https://orcid.org/0000-0001-8686-2661
(2025):
Enhancing the COS method with machine learning.
In: International Journal of Computer Mathematics [Forthcoming]
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(2025):
Precise quantile function estimation from the characteristic function.
In: Statistics & Probability Letters, Bd. 222, 110395
[PDF, 662kB]
ORCID: https://orcid.org/0000-0001-8686-2661
(2025):
Precise quantile function estimation from the characteristic function.
In: Statistics & Probability Letters, Bd. 222, 110395
[PDF, 662kB]
Bernard, Carole; Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Lux, Thibaut und Vanduffel, Steven
(12. September 2024):
Cost-efficient payoffs under model ambiguity.
In: Finance and Stochastics, Bd. 28, Nr. 4: S. 965-997
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-8686-2661; Lux, Thibaut und Vanduffel, Steven
(12. September 2024):
Cost-efficient payoffs under model ambiguity.
In: Finance and Stochastics, Bd. 28, Nr. 4: S. 965-997
[PDF, 1MB]
Flaig, Solveig und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(24. Mai 2024):
Profit and loss attribution: an empirical study.
In: European Actuarial Journal, Bd. 14, Nr. 3: S. 1013-1019
[PDF, 455kB]
ORCID: https://orcid.org/0000-0001-8686-2661
(24. Mai 2024):
Profit and loss attribution: an empirical study.
In: European Actuarial Journal, Bd. 14, Nr. 3: S. 1013-1019
[PDF, 455kB]
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(25. März 2024):
On the number of terms in the COS method for European option pricing.
In: Numerische Mathematik, Bd. 156: S. 533-564
[PDF, 650kB]
ORCID: https://orcid.org/0000-0001-8686-2661
(25. März 2024):
On the number of terms in the COS method for European option pricing.
In: Numerische Mathematik, Bd. 156: S. 533-564
[PDF, 650kB]
Flaig, Solveig und Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(22. Oktober 2022):
Scenario Generation for Market Risk Models Using Generative Neural Networks.
In: Risks, Bd. 10, Nr. 11, 199
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-8686-2661
(22. Oktober 2022):
Scenario Generation for Market Risk Models Using Generative Neural Networks.
In: Risks, Bd. 10, Nr. 11, 199
[PDF, 1MB]
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661 und Pankrashkin, Konstantin
(15. Mai 2022):
Precise option pricing by the COS method—How to choose the truncation range.
In: Applied Mathematics and Computation, Bd. 421, 126935
[PDF, 653kB]
ORCID: https://orcid.org/0000-0001-8686-2661 und Pankrashkin, Konstantin
(15. Mai 2022):
Precise option pricing by the COS method—How to choose the truncation range.
In: Applied Mathematics and Computation, Bd. 421, 126935
[PDF, 653kB]
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Schoutens, Wim und Stier, Hauke
(28. August 2021):
Performance of advanced stock price models when it becomes exotic: an empirical study.
In: Annals of Finance, Bd. 18: S. 109-113
ORCID: https://orcid.org/0000-0001-8686-2661; Schoutens, Wim und Stier, Hauke
(28. August 2021):
Performance of advanced stock price models when it becomes exotic: an empirical study.
In: Annals of Finance, Bd. 18: S. 109-113
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661
(11. Mai 2019):
Representation of concave distortions and applications.
In: Scandinavian Actuarial Journal, Bd. 2019, Nr. 9: S. 768-783
ORCID: https://orcid.org/0000-0001-8686-2661
(11. Mai 2019):
Representation of concave distortions and applications.
In: Scandinavian Actuarial Journal, Bd. 2019, Nr. 9: S. 768-783
Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Arratia, Argimiro; Cabaña, Alejandra und Schoutens, Wim
(1. April 2019):
American and exotic options in a market with frictions.
In: European Journal of Finance, Bd. 26, Nr. 2-3: S. 179-199
ORCID: https://orcid.org/0000-0001-8686-2661; Arratia, Argimiro; Cabaña, Alejandra und Schoutens, Wim
(1. April 2019):
American and exotic options in a market with frictions.
In: European Journal of Finance, Bd. 26, Nr. 2-3: S. 179-199
Guillaume, Florence; Junike, Gero ORCID: https://orcid.org/0000-0001-8686-2661; Leoni, Peter und Schoutens, Wim
(14. September 2018):
Implied liquidity risk premia in option markets.
In: Annals of Finance, Bd. 15, Nr. 2: S. 233-246
ORCID: https://orcid.org/0000-0001-8686-2661; Leoni, Peter und Schoutens, Wim
(14. September 2018):
Implied liquidity risk premia in option markets.
In: Annals of Finance, Bd. 15, Nr. 2: S. 233-246
Paper