Showing 161 - 180 of 33,990

161

Volatility derivatives in rough forward variance models
De Marco, Stefano

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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162

High dimensional problems for continuous time models
Podolskij, Mark

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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163

Measure-valued martingales and optimality of solutions to the Skorokhod embedding problem
Källblad, Sigrid

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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164

Computational Methods for Martingale Optimal Transport problems
Obloj, Jan

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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165

Filtration shrinkage, the structure of deflators, and the failure of market completeness
Ruf, Johannes

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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166

Short- and long-term relative arbitrage in stochastic portfolio theory
Larsson, Martin

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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167

On the partial hedging of American options
Treviño Aguilar, Erick

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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168

Pricing and Hedging in rough volatility models
Jacquier, Antoine

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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169

Various formulations of martingale optimal transport problem in multi dimension
Lim, Tongseok

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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170

Martingale Benamou-Brenier: a probabilistic perspective
Backhoff Veraguas, Julio

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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171

Weak approximation by adapted process
Lacker, Daniel

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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172

Optimal investment and derivative demand and pricing under price impact
Anthropelos, Michail

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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173

Particles interacting through their hitting times: neuron firing, supercooling and systemic risk
Shkolnikov, Misha

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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174

Optimal investment in an endogenous price impact model
Pulido, Sergio

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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175

An Infinite-dimensional McKean-Vlasov Stochastic Equation
Ichiba, Tomoyuki

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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176

Incomplete Equilibrium with Stochastic Interest Rates
Weston, Kim

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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177

Optimal investment and consumption with labor income or liability streams
Sirbu, Mihai

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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178

Optimal make-take fees for market making regulation
Mastrolia, Thibaut

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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179

Equilibrium with Heterogeneous Information
Robertson, Scott

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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180

Markovian representations of stochastic Volterra processes
Cuchiero, Christa

Oaxaca (Mexico : State) Mathematics Probability theory and s... Game theory economics social and behavioral sc...
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