Applied Mathematical Finance – Page 5 – School of Mathematics and Statistics

Applied Mathematical Finance

On the Valuation of Discrete Asian Options in High Volatility Environments

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By Sascha Desmettre, 3 years ago

Applied Mathematical Finance

Semi-Robust Replication of Barrier-Style Claims on Price and Volatility

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By Peter Carr, 3 years ago

Applied Mathematical Finance

Expected Utility Theory on General Affine GARCH Models

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By Marcos Escobar-Anel, 3 years ago

Applied Mathematical Finance

On a Neural Network to Extract Implied Information from American Options

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By Shuaiqiang Liu, 3 years ago

Applied Mathematical Finance

Static Replication of European Multi-Asset Options with Homogeneous Payoff

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By Sébastien Bossu, 3 years ago

Applied Mathematical Finance

Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets

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By Jakob Albers, 3 years ago

Applied Mathematical Finance

Double Deep Q-Learning for Optimal Execution

Volume 28, Issue 4, September 2021, Page 361-380.

By Brian Ning, 3 years ago

Applied Mathematical Finance

Unbiased Deep Solvers for Linear Parametric PDEs

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By Marc Sabate Vidales, 3 years ago

Applied Mathematical Finance

KrigHedge: Gaussian Process Surrogates for Delta Hedging

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By Mike Ludkovski, 3 years ago

Applied Mathematical Finance

Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models

Volume 28, Issue 3, July 2021, Page 201-235.

By Dilip B. Madan, 3 years ago