Browsing All of EconStor by Author Venter, Pierre J.
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2020 | Price discovery in the cryptocurrency option market: A univariate GARCH approach | Venter, Pierre J.; Maré, Eben; Pindza, Edson |
2020 | GARCH generated volatility indices of Bitcoin and CRIX | Venter, Pierre J.; Maré, E. |
2021 | Univariate and multivariate GARCH models applied to Bitcoin futures option pricing | Venter, Pierre J.; Maré, E. |
2021 | A comparison of artificial neural networks and bootstrap aggregating ensembles in a modern financial derivative pricing framework | Du Plooy, Ryno; Venter, Pierre J. |
2021 | Pricing vanilla options using artificial neural networks: Application to the South African market | Du Plooy, Ryno; Venter, Pierre J. |
2022 | Collateralised option pricing in a South African context: A Univariate GARCH approach | Venter, Pierre J.; Levendis, Alexis; Maré, Eben |