Applied Mathematical Finance On Regularized Optimal Execution Problems and Their Singular Limits. By Max O. Souza, 3 years ago
Applied Mathematical Finance Deep Q-Learning for Nash Equilibria: Nash-DQN. By Philippe Casgrain, 3 years ago
Applied Mathematical Finance Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias. By Tina T. Swan, 3 years ago
Applied Mathematical Finance The Role of Binance in Bitcoin Volatility Transmission. By Carol Alexander, 3 years ago
Applied Mathematical Finance On the Valuation of Discrete Asian Options in High Volatility Environments. By Sascha Desmettre, 3 years ago
Applied Mathematical Finance Semi-Robust Replication of Barrier-Style Claims on Price and Volatility. By Peter Carr, 3 years ago
Applied Mathematical Finance Expected Utility Theory on General Affine GARCH Models. By Marcos Escobar-Anel, 3 years ago
Applied Mathematical Finance On a Neural Network to Extract Implied Information from American Options. By Shuaiqiang Liu, 3 years ago
Applied Mathematical Finance Static Replication of European Multi-Asset Options with Homogeneous Payoff. By Sébastien Bossu, 3 years ago
Applied Mathematical Finance Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets. By Jakob Albers, 3 years ago