Applied Mathematical Finance Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction. By Martin Redmann, 2 years ago
Applied Mathematical Finance The Impact of Stochastic Volatility on Initial Margin and MVA for Interest Rate Derivatives. By J. H. Hoencamp, 2 years ago
Applied Mathematical Finance On Regularized Optimal Execution Problems and Their Singular Limits. By Max O. Souza, 2 years ago
Applied Mathematical Finance Deep Q-Learning for Nash Equilibria: Nash-DQN. By Philippe Casgrain, 2 years ago
Applied Mathematical Finance Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias. By Tina T. Swan, 2 years ago
Applied Mathematical Finance The Role of Binance in Bitcoin Volatility Transmission. By Carol Alexander, 2 years ago
Applied Mathematical Finance On the Valuation of Discrete Asian Options in High Volatility Environments. By Sascha Desmettre, 2 years ago
Applied Mathematical Finance Semi-Robust Replication of Barrier-Style Claims on Price and Volatility. By Peter Carr, 2 years ago
Applied Mathematical Finance Expected Utility Theory on General Affine GARCH Models. By Marcos Escobar-Anel, 2 years ago
Applied Mathematical Finance On a Neural Network to Extract Implied Information from American Options. By Shuaiqiang Liu, 2 years ago