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Quantitative Finance An eigenvalue distribution derived ‘Stability Measure’ for evaluating Minimum Variance portfolios. By William Smyth, 2 years ago
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Quantitative Finance Markovian approximations of stochastic Volterra equations with the fractional kernel. By Christian Bayer, 2 years ago
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Quantitative Finance A two-step framework for arbitrage-free prediction of the implied volatility surface. By Wenyong Zhang, 2 years ago