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Alexander Brunhuemer
Alexander Brunhuemer
Johannes Kepler University Linz - Institute for Financial Mathematics and Applied Number Theory
Verified email at jku.at
Title
Cited by
Cited by
Year
Teaching the formalization of mathematical theories and algorithms via the automatic checking of finite models
W Schreiner, A Brunhuemer, C Fürst
arXiv preprint arXiv:1803.01472, 2018
212018
Supervised machine learning classification for short straddles on the S&P500
A Brunhuemer, L Larcher, P Seidl, S Desmettre, J Kofler, G Larcher
Risks 10 (12), 235, 2022
62022
Validating the Formalization of Theories and Algorithms of Discrete Mathematics by the Computer-Supported Checking of Finite Models
A Brunhuemer
Bachelor Thesis. Johannes Kepler University, Linz, Austria: Research …, 2017
42017
Analysis of option trading strategies based on the relation of implied and realized S&P500 volatilities
A Brunhuemer, G Larcher, L Larcher
ACRN Journal of Finance and Risk Perspectives 10, 166-203, 2021
32021
Quasi-Monte Carlo Methods in Portfolio Selection with Many Constraints
A Brunhuemer, G Larcher
Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, 89-109, 2022
2022
Computer-Supported Testing of Option Strategies/submitted by Alexander Brunhuemer, BSc
A Brunhuemer
2020
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