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mathematical-finance
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mathematical-finance
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· documents ABOUT mathematical-finance across the archive
105
Documents about mathematical-finance
Documents about mathematical-finance
Regimes in the Order Flow
#985391
arXiv (All)
Rough Volatility Across Assets
#623035
arXiv (OAI Expanded)
Rough Volatility Across Assets
#625308
arXiv (All)
Gatheral's Conjecture Revisited
#974638
arXiv (All)
Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
#779508
arXiv (OAI Expanded)
Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
#780883
arXiv (All)
Reflexivity from Hierarchical Causality
#789874
arXiv (OAI Expanded)
Reflexivity from Hierarchical Causality
#793893
arXiv (All)
Fast-excursion limit of the Heston model
#820500
arXiv (All)
Meyer risk measures
#987478
arXiv (All)
Global Multi-Maturity SPX-VIX Calibration Beyond Markovian Stitching
#926930
arXiv (All)
The Delta of a Variance Swap
#986578
arXiv (All)
Stochastic portfolio theory with price impact
#141756
arXiv (OAI)
Short-maturity skew stickiness ratio under local volatility
#999104
arXiv (All)
Valuation Driven Innovation
#130635
Springer Nature OA
Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences
#163038
arXiv (OAI)
Algebraic Structure of Vector Fields in Financial Diffusion Models and its Applications
#141582
arXiv (OAI)
A note on markets with semi-static trading strategies
#799748
arXiv (All)
Geometrically convex return risk measures on AM-algebras
#919873
arXiv (OAI Expanded)
Geometrically convex return risk measures on AM-algebras
#924102
arXiv (All)
Numeraire Invariance of Entropy-Projected Martingale Measures
#985944
arXiv (All)
Demystifying the Bergomi-Guyon expansion
#1011584
arXiv (All)
Market Timing and Managerial Talent
#130632
Springer Nature OA
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
#799820
arXiv (All)
Robust Asset-Liability Management
#927082
arXiv (All)
Arbitrage on Decentralized Exchanges
#987452
arXiv (All)
Global universal approximation with Brownian signatures
#987530
arXiv (All)
Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration
#177027
arXiv (OAI)
Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
#189225
arXiv (OAI)
Options
#355716
Open Library
A Perron-Frobenius comonotonic approximation for sums of lognormals
#973724
arXiv (All)
Group Quantization and Mellin Representations of the Heston Model
#997503
arXiv (All)
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles
#1011942
arXiv (All)
Exchange Rate Regimes, Monetary Policy and Banking Performance in Economies with Cash Constraints. Chang and Velasco Revisited
#467857
Repositorio Digital de la Universidad de San Andrés
Marginally Useful: An Information-Gap Identity in Conformal Prediction
#650976
arXiv (OAI Expanded)
Marginally Useful: An Information-Gap Identity in Conformal Prediction
#652429
arXiv (All)
Equilibrium stochastic control with implicitly defined objective functions
#611238
arXiv (OAI Expanded)
Equilibrium stochastic control with implicitly defined objective functions
#612715
arXiv (All)
A Sectoral Herding Behavior in the Japanese REIT Market
#359189
Springer Nature OA
Optimal Execution under Liquidity Uncertainty
#139183
arXiv (OAI)
Low-rank and graphon limits for dynamic threshold distress contagion in heterogeneous financial networks
#618738
arXiv (OAI Expanded)
Low-rank and graphon limits for dynamic threshold distress contagion in heterogeneous financial networks
#620417
arXiv (All)
When ratios fall: A dynamic approach to contingent convertibles
#623118
arXiv (OAI Expanded)
When ratios fall: A dynamic approach to contingent convertibles
#625391
arXiv (All)
Distribution-constrained optimal multiple stopping: the Root-type solution
#926207
arXiv (All)
Smile asymptotics for Bachelier implied volatility
#972929
arXiv (All)
Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback
#1013302
arXiv (All)
Optimal entry and exit for variance swaps: closed-form rules for the perpetual contract
#1013310
arXiv (All)
A characterization of subgame perfect equilibria in single-leader multi-follower games
#365635
Springer Nature OA
Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
#657016
arXiv (OAI Expanded)
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