Saved in:
| Main Author: | Nendel, Max |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2210.09133 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
No-arbitrage concepts in topological vector lattices
by: Platen, Eckhard, et al.
Published: (2020)
by: Platen, Eckhard, et al.
Published: (2020)
Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives
by: Nendel, Max
Published: (2026)
by: Nendel, Max
Published: (2026)
Invariant cones for jump-diffusions in infinite dimensions
by: Tappe, Stefan
Published: (2022)
by: Tappe, Stefan
Published: (2022)
Distance between closed sets and the solutions to stochastic partial differential equations
by: Nakayama, Toshiyuki, et al.
Published: (2022)
by: Nakayama, Toshiyuki, et al.
Published: (2022)
An optimal transport foundation for a class of dynamically consistent risk measures
by: Fuhrmann, Sven, et al.
Published: (2026)
by: Fuhrmann, Sven, et al.
Published: (2026)
Bid--Ask Martingale Optimal Transport
by: Liang, Bryan, et al.
Published: (2026)
by: Liang, Bryan, et al.
Published: (2026)
Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
by: De Vecchi, Corrado, et al.
Published: (2024)
by: De Vecchi, Corrado, et al.
Published: (2024)
A Stone-Weierstrass approximation theorem for monotone functions
by: Minguzzi, Ettore
Published: (2025)
by: Minguzzi, Ettore
Published: (2025)
Compact embeddings for spaces of forward rate curves
by: Tappe, Stefan
Published: (2019)
by: Tappe, Stefan
Published: (2019)
A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
by: Nendel, Max, et al.
Published: (2022)
by: Nendel, Max, et al.
Published: (2022)
Operator semigroups in the mixed topology and the infinitesimal description of Markov processes
by: Goldys, Ben, et al.
Published: (2022)
by: Goldys, Ben, et al.
Published: (2022)
Semistatic robust utility indifference valuation and robust integral functionals
by: Owari, Keita
Published: (2024)
by: Owari, Keita
Published: (2024)
Upper semicontinuous valuations on convex functions of one variable
by: Baêta, Fernanda M.
Published: (2025)
by: Baêta, Fernanda M.
Published: (2025)
Lower Bounds on Quantum Tunneling for Excited States
by: Fefferman, Charles L., et al.
Published: (2025)
by: Fefferman, Charles L., et al.
Published: (2025)
Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
by: Hao, Nicole, et al.
Published: (2024)
by: Hao, Nicole, et al.
Published: (2024)
Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
by: González-Tabernero, V., et al.
Published: (2024)
by: González-Tabernero, V., et al.
Published: (2024)
A case study on different one-factor Cheyette models for short maturity caplet calibration
by: Polala, Arun Kumar, et al.
Published: (2024)
by: Polala, Arun Kumar, et al.
Published: (2024)
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
by: López-Salas, J. G., et al.
Published: (2024)
by: López-Salas, J. G., et al.
Published: (2024)
A characterization of the subspace of radially symmetric functions in Sobolev spaces
by: Ostermann, Matthias
Published: (2022)
by: Ostermann, Matthias
Published: (2022)
Risk measures on incomplete markets: a new non-solid paradigm
by: Melnikov, Vasily
Published: (2024)
by: Melnikov, Vasily
Published: (2024)
New aspects of Bargmann transform using Touchard polynomials and hypergeometric functions
by: Alpay, Daniel, et al.
Published: (2023)
by: Alpay, Daniel, et al.
Published: (2023)
Tsallis' q-analysis, new scales of interpolating spaces and q-rational functions
by: Alpay, Daniel, et al.
Published: (2025)
by: Alpay, Daniel, et al.
Published: (2025)
Discrete functional inequalities on lattice graphs
by: Gupta, Shubham
Published: (2024)
by: Gupta, Shubham
Published: (2024)
Magnetic Double-Wells: Lower Bounds on Tunneling
by: Fefferman, Charles L., et al.
Published: (2025)
by: Fefferman, Charles L., et al.
Published: (2025)
Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis
by: Liu, Hanchao, et al.
Published: (2024)
by: Liu, Hanchao, et al.
Published: (2024)
Detecting imbalanced financial markets through time-varying optimization and nonlinear functionals
by: James, Nick, et al.
Published: (2024)
by: James, Nick, et al.
Published: (2024)
Existence of an equilibrium with limited stock market participation and power utilities
by: Guasoni, Paolo, et al.
Published: (2024)
by: Guasoni, Paolo, et al.
Published: (2024)
Implicit Numerical Scheme for the Hamilton-Jacobi-Bellman Quasi-Variational Inequality in the Optimal Market-Making Problem with Alpha Signal
by: Meteykin, Alexey
Published: (2025)
by: Meteykin, Alexey
Published: (2025)
Intrinsic mixed-dimensional beam-shell-solid couplings in linear Cosserat continua via tangential differential calculus
by: Sky, Adam, et al.
Published: (2024)
by: Sky, Adam, et al.
Published: (2024)
Semi-analytical pricing of American options with hybrid dividends via integral equations and the GIT method
by: Itkin, Andrey
Published: (2025)
by: Itkin, Andrey
Published: (2025)
Quantum Monte Carlo algorithm for option pricing and its complexity analysis
by: Chen, Jianjun, et al.
Published: (2023)
by: Chen, Jianjun, et al.
Published: (2023)
Inverse problems for the zeros of the Wigner function
by: Abreu, Luís Daniel, et al.
Published: (2025)
by: Abreu, Luís Daniel, et al.
Published: (2025)
Convex monotone semigroups on lattices of continuous functions
by: Denk, Robert, et al.
Published: (2020)
by: Denk, Robert, et al.
Published: (2020)
The wave function of stabilizer states and the Wehrl conjecture
by: Nicola, Fabio
Published: (2024)
by: Nicola, Fabio
Published: (2024)
Universal approximation property of neural stochastic differential equations
by: Kwossek, Anna P., et al.
Published: (2025)
by: Kwossek, Anna P., et al.
Published: (2025)
Riesz-means bounds for functional-difference operators for mirror curves
by: Cardona, Duván
Published: (2025)
by: Cardona, Duván
Published: (2025)
Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models
by: Djete, Mao Fabrice
Published: (2022)
by: Djete, Mao Fabrice
Published: (2022)
From rank-based models with common noise to pathwise entropy solutions of SPDEs
by: Shkolnikov, Mykhaylo, et al.
Published: (2024)
by: Shkolnikov, Mykhaylo, et al.
Published: (2024)
Asymptotic expansion for the Hartman-Watson distribution
by: Pirjol, Dan
Published: (2020)
by: Pirjol, Dan
Published: (2020)
Weak limit of homeomorphisms in $W^{1,n-1}$: invertibility and lower semicontinuity of energy
by: Doležalová, Anna, et al.
Published: (2022)
by: Doležalová, Anna, et al.
Published: (2022)
Similar Items
-
No-arbitrage concepts in topological vector lattices
by: Platen, Eckhard, et al.
Published: (2020) -
Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives
by: Nendel, Max
Published: (2026) -
Invariant cones for jump-diffusions in infinite dimensions
by: Tappe, Stefan
Published: (2022) -
Distance between closed sets and the solutions to stochastic partial differential equations
by: Nakayama, Toshiyuki, et al.
Published: (2022) -
An optimal transport foundation for a class of dynamically consistent risk measures
by: Fuhrmann, Sven, et al.
Published: (2026)