Quantitative Finance On detecting spoofing strategies in high-frequency trading. By Xuan Tao, 2 years ago
Quantitative Finance Moments of integrated exponential Lévy processes and applications to Asian options pricing. By Riccardo Brignone, 2 years ago
Quantitative Finance Sparse index tracking using sequential Monte Carlo. By Tanmay Satpathy, 3 years ago
Quantitative Finance Vulnerability-CoVaR: investigating the crypto-market. By Martin Waltz, 3 years ago
Quantitative Finance Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP). By Dilip B. Madan, 3 years ago
Quantitative Finance An unsupervised deep learning approach to solving partial integro-differential equations. By Weilong Fu, 3 years ago
Quantitative Finance Funding shortages, expectations, and forward rate risk premium. By Robert Jarrow, 3 years ago