4 citations · 4 across the 2 of their papers we have counts for
2 papers
q-fin.TR2019★ 4 cited
Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches
V. Sasidevan, Nils Bertschinger
The latest financial crisis has painfully revealed the dangers arising from a globally interconnected financial system. Conventional approaches based on the notion of the existence…
q-fin.ST2016
Uncertainty Estimates in the Heston Model via Fisher Information
Oliver Pfante, Nils Bertschinger
We address the information content of European option prices about volatility in terms of the Fisher information matrix. We assume that observed option prices are centred on the th…