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 #51 to #100.

Deep Curve-Dependent PDEs for Affine Rough Volatility: Label: en
Deep xVA Solver: A Neural Network–Based Counterparty Credit Risk Management Framework: Label: en
Short Communication: A Primer on Perpetuals: Label: en
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems: Label: en
Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning: Label: en
Short Communication: Existence of Markov Equilibrium Control in Discrete Time: Label: en
Short Communication: The Birth of (a Robust) Arbitrage Theory in de Finetti’s Early Contributions: Label: en
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance: Label: en
Robustness of Delta Hedging in a Jump-Diffusion Model: Label: en
One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles: Label: en
On Bid and Ask Side-Specific Tick Sizes: Label: en
Portfolio Optimization within a Wasserstein Ball: Label: en
Relative Growth Rate Optimization Under Behavioral Criterion: Label: en
Short Communication: Is a Sophisticated Agent Always a Wise One?: Label: en
Pricing Bermudan Options Using Regression Trees/Random Forests: Label: en
A Mean-Field Game of Market-Making against Strategic Traders: Label: en
Interest Rates Term Structure Models Driven by Hawkes Processes: Label: en
A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets: Label: en
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders: Label: en
Cubature Method for Stochastic Volterra Integral Equations: Label: en
Signature-Based Models: Theory and Calibration: Label: en
How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost: Label: en
Short Communication: Exponential Utility Maximization in a Discrete Time Gaussian Framework: Label: en
Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis: Label: en
Pricing Principle via Tsallis Relative Entropy in Incomplete Markets: Label: en
On the Discrete-Time Simulation of the Rough Heston Model: Label: en
A Random-Supply Mean Field Game Price Model: Label: en
Contingent Convertible Obligations and Financial Stability: Label: en
Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios: Label: en
Normal Tempered Stable Processes and the Pricing of Energy Derivatives: Label: en
Utility Maximization in Multivariate Volterra Models: Label: en
Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model: Label: en
Short Communication: Caplet Pricing in Affine Models for Alternative Risk-Free Rates: Label: en
The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew: Label: en
Double-Execution Strategies Using Path Signatures: Label: en
Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives: Label: en
Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions: Label: en
Model Uncertainty: A Reverse Approach: Label: en
Escrow and Clawback: Label: en
Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients: Label: en
Multiple Anchor Point Shrinkage for the Sample Covariance Matrix: Label: en
Realization Utility with Path-Dependent Reference Points: Label: en
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints: Label: en
Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models: Label: en
Utility Maximization When Shorting American Options: Label: en
A Numerical Scheme for the Quantile Hedging Problem: Label: en
Utility Maximization Under Trading Constraints with Discontinuous Utility: Label: en
Multilevel Monte Carlo Method for Path-Dependent Barrier Interest Rate Derivatives: Label: en
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method: Label: en
A Mean-Variance Approach to Capital Investment Optimization: Label: en