93 citations · 284 across the 23 of their papers we have counts for
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q-fin.PR2021
Hedging Cryptocurrency Options
Jovanka Lili Matic, Natalie Packham, Wolfgang Karl Härdle
The cryptocurrency market is volatile, non-stationary and non-continuous. Together with liquid derivatives markets, this poses a unique opportunity to study risk management, especi…
stat.ME2021
K-expectiles clustering
Bingling Wang, Yinxing Li, Wolfgang Karl Härdle
-means clustering is one of the most widely-used partitioning algorithm in cluster analysis due to its simplicity and computational efficiency. However, -means does not provi…