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.

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
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