The following pages link to Igor Halperin (Q1571899):
Displaying 9 items.
- ``Integrating in'' and effective Lagrangian for non-supersymmetric Yang-Mills theory (Q1571900) (← links)
- Quantum KAM technique and Yang-Mills quantum mechanics (Q1906328) (← links)
- Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry (Q2116581) (← links)
- ``Quantum equilibrium-disequilibrium'': asset price dynamics, symmetry breaking, and defaults as dissipative instantons (Q2164525) (← links)
- Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging (Q2879039) (← links)
- BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives (Q3622841) (← links)
- Machine Learning in Finance (Q5106660) (← links)
- The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios (Q5234379) (← links)
- PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING (Q5746923) (← links)