Lv6
1605 积分 2023-09-15 加入
VIX Options Valuation via Continuous-Time Markov Chain Approximation and Ito-Taylor Expansion
10天前
已完结
European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate
20天前
已完结
Symmetry measures under additive distortion measurement errors
20天前
已完结
Indifference pricing of mortality-linked securities using backward stochastic differential equations
1个月前
已完结
Default Risk and Option Returns
1个月前
已完结
The impact of CoCo bonds on systemic risk considering liquidity risk
1个月前
已完结
Reinforcement Learning for Optimal Execution When Liquidity Is Time-Varying
1个月前
已完结
Double Deep Q-Learning for Optimal Execution
1个月前
已完结
DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS
1个月前
已完结
Optimal execution of portfolio transactions
2个月前
已关闭
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