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pricing-of-securities
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pricing-of-securities
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· documents ABOUT pricing-of-securities across the archive
26
Documents about pricing-of-securities
Documents about pricing-of-securities
(Early) AI Compute Asset Pricing
#998296
arXiv (All)
Return volatility and the pricing of equities at the Nairobi Securities Exchange
#956364
SU+ Digital Repository
Pricing and Hedging of Discretely Monitored Asian Options in the Volterra-Heston Model
#975225
arXiv (All)
Confidence intervals for empirical convergence rates of randomised quasi-Monte Carlo, with applications to option pricing
#1011999
arXiv (All)
Adaptive singular-point method for pricing and hedging surrenderable equity-linked contracts
#821271
arXiv (All)
Fundamentals of Perpetual Futures
#1034161
arXiv (All)
Unbiased Monte Carlo Greeks for Discontinuous Payoffs
#973742
arXiv (All)
Design and pricing of a transparent parametric-modeled loss CAT bond: application to German windstorm
#1036462
arXiv (All)
Group Quantization and Mellin Representations of the Heston Model
#997503
arXiv (All)
Perpetual Futures for Stocks: The SpaceX Pre-IPO Market
#972499
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)
Smile asymptotics for Bachelier implied volatility
#972929
arXiv (All)
The Volterra Stein-Stein model with stochastic interest rates
#1012001
arXiv (All)
Occupied Processes: Going with the Flow
#179047
arXiv (OAI)
Occupied Processes: Going with the Flow
#179245
arXiv (OAI Expanded)
Occupied Processes: Going with the Flow
#179640
arXiv
Occupied Processes: Going with the Flow
#180502
arXiv Biology
Bid--Ask Martingale Optimal Transport
#985032
arXiv (All)
The existence of optimal bang-bang controls for GMxB contracts
#975383
arXiv (All)
Construction of a zero-coupon yield curve for the Nairobi Securities Exchange and its application in pricing derivatives
#956757
SU+ Digital Repository
Growth rate of liquidity provider's wealth in G3Ms
#139068
arXiv (OAI)
Automated Market Making and Loss-Versus-Rebalancing
#650529
arXiv (OAI Expanded)
Automated Market Making and Loss-Versus-Rebalancing
#651982
arXiv (All)
To Bubble or Not to Bubble: Asset Price Dynamics and Optimality in OLG Economies
#820227
arXiv (All)
The Year-End Toll: Frictions Embedded in Option-Implied Rates
#1033993
arXiv (All)
A deep learning approach for pricing convertible bonds with path-dependent reset and call provisions
#1014699
arXiv (All)
Reaction-boundary variance and adjoint-consistent local-volatility projection
#650927
arXiv (OAI Expanded)
Reaction-boundary variance and adjoint-consistent local-volatility projection
#652380
arXiv (All)
Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
#657016
arXiv (OAI Expanded)
Calibrating Inelastic Markets to Options: The Lean Marketron and the Generalized Langevin Equation
#659152
arXiv (All)
Viability and Equilibrium in Securities Markets with Frictions
#942458
NYU Faculty Digital Archive
Beyond Rough Volatility: Decoupling Memory and Scaling via a Generalized Langevin Equation
#1034061
arXiv (All)
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