Gero Junike

According to our database, Gero Junike authored at least 7 papers between 2021 and 2026.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2026

Exact simulation of stochastic volatility models based on conditional Fourier-cosine method.

Riccardo Brignone, Gero Junike

Eur. J. Oper. Res., 2026

2025

Accuracy estimation of neural networks by extreme value theory.

Gero Junike, Marco Oesting

CoRR, November, 2025

Batch normalization does not improve initialization.

Joris Dannemann, Gero Junike

CoRR, February, 2025

From Characteristic Functions to Multivariate Distribution Functions and European Option Prices by the (Damped) COS Method.

Gero Junike, Hauke Stier

SIAM J. Numer. Anal., 2025

2024

On the number of terms in the COS method for European option pricing.

Gero Junike

Numerische Mathematik, April, 2024

2022

Precise option pricing by the COS method - How to choose the truncation range.

Gero Junike, Konstantin Pankrashkin

Appl. Math. Comput., 2022

2021

Scenario generation for market risk models using generative neural networks.

Solveig Flaig, Gero Junike

CoRR, 2021