Applied Mathematical Finance
Arbitrage-Free Neural-SDE Market Models
Volume 30, Issue 1, March 2023, Page 1-46.
Applied Mathematical Finance
Exchange Option Pricing Under Variance Gamma-Like Models
Volume 29, Issue 6, December 2022, Page 494-521.
Applied Mathematical Finance
Exchange Option Pricing Under Variance Gamma-Like Models
Volume 29, Issue 6, December 2022, Page 494-521.
Applied Mathematical Finance
Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
Volume 29, Issue 6, December 2022, Page 457-493.
Applied Mathematical Finance
Policy Gradient Learning Methods for Stochastic Control with Exit Time and Applications to Share Repurchase Pricing
Volume 29, Issue 6, December 2022, Page 439-456.