Cover Image

Large Platonic Markets with Delays

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Limmer, Yannick, Meyer-Brandis, Thilo
Format:	Preprint
Published:	2021
Subjects:	Mathematical Finance 91Gxx
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Robust Bernoulli Mixture Models for Credit Portfolio Risk
by: Ansari, Jonathan, et al.
Published: (2024)

Hierarchical Structure of Uncertainty
by: Adachi, Takanori
Published: (2023)

Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
by: Chen, Yufan, et al.
Published: (2024)

Computing Systemic Risk Measures with Graph Neural Networks
by: Gonon, Lukas, et al.
Published: (2024)

Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall
by: Crépey, Stéphane, et al.
Published: (2023)

On Solvability of Automorphism Groups of Commutative Algebras
by: Das, Dibyendu
Published: (2025)

Exponentially-tailed regularity and time asymptotic for the homogeneous Boltzmann equation
by: Alonso, Ricardo, et al.
Published: (2017)

FinTradeBench: A Financial Reasoning Benchmark for LLMs
by: Agrawal, Yogesh, et al.
Published: (2026)

Generalizations and minimalistic refinements of the t-birational Section Conjecture
by: Pop, Florian
Published: (2026)

Field theories and quantum methods for stochastic reaction-diffusion systems
by: del Razo, Mauricio J., et al.
Published: (2024)

Simulating diffusion bridges using the Wiener chaos expansion
by: Delgado-Vences, Francisco, et al.
Published: (2024)

Elephant Random Walk on the Triangular Lattice
by: Chaudhuri, Rohit
Published: (2026)

Aproximación práctica a los métodos de selección de portafolios de inversión
by: Minutti-Martinez, Carlos
Published: (2024)

A new class of tests for convex-ordered families based on expected order statistics
by: Lando, Tommaso, et al.
Published: (2025)

Instability of the Sherman-Morrison formula and stabilization by iterative refinement
by: Hashemi, Behnam, et al.
Published: (2025)

On nonlinear graphene response on monochromatic electromagnetic wave in the form as generation of harmonics
by: Davidovich, Michael V.
Published: (2025)

Nonparametric tests of treatment effect homogeneity for policy-makers
by: Dukes, Oliver, et al.
Published: (2024)

Algebraic Limits of Sandpiles
by: Shkolnikov, Mikhail
Published: (2025)

Mean-Field SDEs driven by $G$-Brownian Motion
by: Bollweg, Karl-Wilhelm Georg, et al.
Published: (2024)

Regularity of Solutions of Mean-Field $G$-SDEs
by: Bollweg, Karl-Wilhelm Georg, et al.
Published: (2025)

Selective Integration on Higher Adeles and the Euler Characteristic of Surfaces
by: Czerniawska, Weronika, et al.
Published: (2025)

Property Of The Beta Modified Weibull Distribution With Six Parameters
by: Njomen, Didier Alain Njamen, et al.
Published: (2026)

On Bounds and Diophantine Properties of Elliptic Curves
by: Anand, Navvye
Published: (2024)

Fractional Brauer configuration algebras I: definitions and examples
by: Li, Nengqun, et al.
Published: (2024)

Recommendations to Develop, Distribute and Market Sonification Apps
by: Ziemer, Tim, et al.
Published: (2022)

Strategic Control of Facial Expressions by the Fed Chair
by: Ng, Hunter
Published: (2024)

Modelling Financial Market Imperfection Using Open Quantum Systems
by: Hicks, Will
Published: (2025)

Iterative Derivations on Central Simple Algebras
by: Michel, Manujith K., et al.
Published: (2026)

Remarks on cotorsion theories
by: Stanculescu, Alexandru
Published: (2023)

Generalized parallel paths method for computing the first Hochschild cohomology group with applications to Brauer graph algebras
by: Liu, Yuming, et al.
Published: (2023)

Tensor Density Estimator by Convolution-Deconvolution
by: Peng, Yifan, et al.
Published: (2024)

Fractional Brauer configuration algebras III: fractional Brauer graph algebras of type MS
by: Li, Nengqun, et al.
Published: (2024)

Fractional Brauer configuration algebras II: covering theory
by: Li, Nengqun, et al.
Published: (2024)

Explicit Computations for Delayed Semistatic Hedging
by: Dolinsky, Yan, et al.
Published: (2023)

Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems
by: Hicks, Will
Published: (2024)

Robust Hedging GANs
by: Limmer, Yannick, et al.
Published: (2023)

Finite translation orbits on double families of abelian varieties (with an appendix by E. Amerik)
by: Amerik, Ekaterina, et al.
Published: (2024)

The MAPS Algorithm: Fast model-agnostic and distribution-free prediction intervals for supervised learning
by: Salnikov, Daniel, et al.
Published: (2024)

Stable automorphic forms for the general linear group
by: Yang, Jae-Hyun
Published: (2019)

Collective Arbitrage and the Value of Cooperation
by: Biagini, Francesca, et al.
Published: (2023)