Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

Callable convertible bonds under liquidity constraints and hybrid priorities: Label: en
Time-inconsistent mean field and \(n\)-agent games under relative performance criteria: Label: en
Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification: Label: en
Gaussian Volterra processes as models of electricity markets: Label: en
Short communication: mean-stochastic-dominance portfolio selection in continuous time: Label: en
Short communication: on the separability of vector-valued risk measures: Label: en
A mean field game approach to bitcoin mining: Label: en
Decentralized finance and automated market making: predictable loss and optimal liquidity provision: Label: en
A two-person zero-sum game approach for a retirement decision with borrowing constraints: Label: en
Option pricing in sandwiched Volterra volatility model: Label: en
Reconciling rough volatility with jumps: Label: en
Approximation rates for deep calibration of (rough) stochastic volatility models: Label: en
Estimation of systemic shortfall risk measure using stochastic algorithms: Label: en
Short communication: the price of information: Label: en
Adaptive optimal market making strategies with inventory liquidation cost: Label: en
Partial hedging in rough volatility models: Label: en
On robust fundamental theorems of asset pricing in discrete time: Label: en
Risk measures beyond frictionless markets: Label: en
Optimal clearing payments in a financial contagion model: Label: en
Detecting data-driven robust statistical arbitrage strategies with deep neural networks: Label: en
Short communication: Monte Carlo expected wealth and risk measure trade-off portfolio optimization: Label: en
Short communication: utility-based acceptability indices: Label: en
Relative wealth concerns with partial information and heterogeneous priors: Label: en
Mortgage contracts and underwater default: Label: en
Robust portfolio selection under recovery average value at risk: Label: en
Generalized optimized certainty equivalent with applications in the rank-dependent utility model: Label: en
Mild to classical solutions for XVA equations under stochastic volatility: Label: en
Deep signature algorithm for multidimensional path-dependent options: Label: en
A multi-agent targeted trading equilibrium with transaction costs: Label: en
Optimal consumption with loss aversion and reference to past spending maximum: Label: en
Optimal investment with risk controlled by weighted entropic risk measures: Label: en
Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional: Label: en
Exploratory Control with Tsallis Entropy for Latent Factor Models: Label: en
Order Book Queue Hawkes Markovian Modeling: Label: en
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional?: Label: en
Liquidity Based Modeling of Asset Price Bubbles via Random Matching: Label: en
Optimal Brokerage Contracts in Almgren–Chriss Model with Multiple Clients: Label: en
Constrained Monotone Mean-Variance Problem with Random Coefficients: Label: en
Capital Growth and Survival Strategies in a Market with Endogenous Prices: Label: en
Optimal Stopping for Exponential Lévy Models with Weighted Discounting: Label: en
Optimal Execution with Quadratic Variation Inventories: Label: en
Robust Control Problems of BSDEs Coupled with Value Functions: Label: en
Analysis of Bank Leverage via Dynamical Systems and Deep Neural Networks: Label: en
Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case: Label: en
Geometric Characterization of Maximum Diversification Return Portfolio via Rao’s Quadratic Entropy: Label: en
Optimal Dividends Under Model Uncertainty: Label: en
Weak Error Rates of Numerical Schemes for Rough Volatility: Label: en
Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility: Label: en
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach: Label: en
Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats: Label: en