Copertina

Finite-Difference Solution Ansatz approach in Least-Squares Monte Carlo

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autore principale:	Huo, Jiawei
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	General Finance Computational Finance
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
di: Siemiatkowski, Adam L., et al.
Pubblicazione: (2026)

An Explicit Solution to Black-Scholes Implied Volatility
di: Schadner, Wolfgang
Pubblicazione: (2026)

New approximate stochastic dominance approaches for Enhanced Indexation models
di: Cesarone, Francesco, et al.
Pubblicazione: (2024)

Pricing time-capped American options using Least Squares Monte Carlo method
di: Stȩpniak, Paweł, et al.
Pubblicazione: (2025)

Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
di: Kikuchi, Tatsuru
Pubblicazione: (2024)

The Strategic Gap: How AI-Driven Timing and Complexity Shape Investor Trust in the Age of Digital Agents
di: Neupane, Krishna
Pubblicazione: (2026)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
di: Shin, Useong
Pubblicazione: (2026)

Systemic Risk in the European Insurance Sector
di: Bonaccolto, Giovanni, et al.
Pubblicazione: (2025)

Do Activists Align with Larger Mutual Funds?
di: Jha, Manish
Pubblicazione: (2024)

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach
di: Aleksandar Arandjelović, et al.
Pubblicazione: (2026)

Decentralized Token Economy Theory (DeTEcT)
di: Sadykhov, Rem, et al.
Pubblicazione: (2023)

DeTEcT: Dynamic and Probabilistic Parameters Extension
di: Sadykhov, Rem, et al.
Pubblicazione: (2024)

Impacts of Economic Policies on Wealth Distribution in Token Economies
di: Sadykhov, Rem, et al.
Pubblicazione: (2026)

Language of Persuasion and Misrepresentation in Business Communication: A Textual Detection Approach
di: Hossen, Sayem, et al.
Pubblicazione: (2025)

FinAI-BERT: A Transformer-Based Model for Sentence-Level Detection of AI Disclosures in Financial Reports
di: Zafar, Muhammad Bilal
Pubblicazione: (2025)

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
di: Clegg, Lawrence, et al.
Pubblicazione: (2023)

CBDC Stress Test in a Dual-Currency Setting
di: Dumitrescu, Catalin
Pubblicazione: (2025)

First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
di: Sikorski, Michał
Pubblicazione: (2025)

The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
di: Capponi, Agostino, et al.
Pubblicazione: (2023)

Koedds: A National Real Estate Investment Analysis
di: Kouma, Sean, et al.
Pubblicazione: (2025)

A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
di: Nie, Yuqi, et al.
Pubblicazione: (2024)

Non-Atomic Arbitrage in Decentralized Finance
di: Heimbach, Lioba, et al.
Pubblicazione: (2024)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
di: Du, Yimin, et al.
Pubblicazione: (2025)

Tokenize Everything, But Can You Sell It? RWA Liquidity Challenges and the Road Ahead
di: Mafrur, Rischan
Pubblicazione: (2025)

Vote Delegation in DeFi Governance
di: Bongaerts, Dion, et al.
Pubblicazione: (2025)

Solution to the Equity Premium Puzzle with Time-Varying Variables
di: Aras, Atilla
Pubblicazione: (2025)

Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
di: Deng, Qi, et al.
Pubblicazione: (2023)

Order-Flow Filtration and Directional Association with Short-Horizon Returns
di: Anantha, Aditya Nittur, et al.
Pubblicazione: (2025)

Applying the Nash Bargaining Solution for a Reasonable Royalty II
di: Kryskowski, David M., et al.
Pubblicazione: (2024)

BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
di: Aparicio, Valentina, et al.
Pubblicazione: (2024)

Innovative Financing Solutions: A Transformative Driver for Financial Performance of Businesses in Morocco
di: Badrane, Nohayla, et al.
Pubblicazione: (2025)

Cash and Card Acceptance in Retail Payments: Motivations and Factors
di: Vandak, Samuel, et al.
Pubblicazione: (2024)

NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance
di: Su, Huan-Yi, et al.
Pubblicazione: (2024)

Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
di: Das, Arijit, et al.
Pubblicazione: (2024)

Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model
di: Wakatsuki, Taiki, et al.
Pubblicazione: (2025)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
di: Lopez-Lira, Alejandro
Pubblicazione: (2025)

Displaying risk in mergers: a diagrammatic approach for exchange ratio determination
di: Mainini, Alessandra, et al.
Pubblicazione: (2024)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
di: Yang, Yan-Hong, et al.
Pubblicazione: (2023)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
di: Lopez-Lira, Alejandro, et al.
Pubblicazione: (2025)

Reference-dependent asset pricing with a stochastic consumption-dividend ratio
di: Aquino, Luca De Gennaro, et al.
Pubblicazione: (2024)