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.

Designing stablecoins: Label: en
Systemic risk in markets with multiple central counterparties: Label: en
Joint calibration to SPX and VIX options with signature-based models: Label: en
Dynamic equilibrium with insider information and general uninformed agent utility: Label: en
Detecting asset price bubbles using deep learning: Label: en
Corporate debt value under transition scenario uncertainty: Label: en
Long-term risk with stochastic interest rates: Label: en
Distortion risk measures: prudence, coherence, and the expected shortfall: Label: en
Stability of the Epstein-Zin problem: Label: en
Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules: Label: en
The rough Hawkes Heston stochastic volatility model: Label: en
Naïve Markowitz policies: Label: en
Mean-field liquidation games with market drop-out: Label: en
Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time: Label: en
Time-inconsistent contract theory: Label: en
Quantifying dimensional change in stochastic portfolio theory: Label: en
Reference dependence and endogenous anchors: Label: en
Risk budgeting portfolios: existence and computation: Label: en
Arbitrage theory in a market of stochastic dimension: Label: en
Risk concentration and the mean-expected shortfall criterion: Label: en
Robust distortion risk measures: Label: en
Insurance-finance arbitrage: Label: en
An analytical solution for the two-sided Parisian stopping time, its asymptotics, and the pricing of Parisian options: Label: en
No-arbitrage in a numéraire-independent modeling framework: Label: en
Model uncertainty and scenario aggregation: Label: en
Risk-minimization for life insurance liabilities with dependent mortality risk: Label: en
Impact of time illiquidity in a mixed market without full observation: Label: en
Dynamic trading volume: Label: en
Designing universal causal deep learning models: The geometric (Hyper)transformer: Label: en
Sig‐Wasserstein GANs for conditional time series generation: Label: en
Improving reinforcement learning algorithms: Towards optimal learning rate policies: Label: en
Reinforcement learning with dynamic convex risk measures: Label: en
GANs training: A game and stochastic control approach: Label: en
Dynamics of market making algorithms in dealer markets: Learning and tacit collusion: Label: en
Clustering heterogeneous financial networks: Label: en
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations: Label: en
Towards multi‐agent reinforcement learning‐driven over‐the‐counter market simulations: Label: en
Special issue on machine learning in finance: Label: en
Mean–variance hedging of contingent claims with random maturity: Label: en
Learning equilibrium mean‐variance strategy: Label: en
The log‐moment formula for implied volatility: Label: en
Local volatility under rough volatility: Label: en
Closed‐loop Nash competition for liquidity: Label: en
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book: Label: en
Crypto quanto and inverse options: Label: en
Trading under the proof‐of‐stake protocol – A continuous‐time control approach: Label: en
Nonlocality, nonlinearity, and time inconsistency in stochastic differential games: Label: en
Term structure modeling with overnight rates beyond stochastic continuity: Label: en
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing: Label: en
Effective algorithms for optimal portfolio deleveraging problem with cross impact: Label: en