Saved in:
| Main Authors: | Nayar, Revant, Islam, Minhajul |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2408.06433 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multiscale Markowitz
by: Nayar, Revant, et al.
Published: (2024)
by: Nayar, Revant, et al.
Published: (2024)
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles
by: Hirano, Tomohiro, et al.
Published: (2022)
by: Hirano, Tomohiro, et al.
Published: (2022)
Optimal Reinsurance under Endogenous Default and Background Risk
by: Liang, Zongxia, et al.
Published: (2025)
by: Liang, Zongxia, et al.
Published: (2025)
Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today
by: Zachary Feinstein, et al.
Published: (2026)
by: Zachary Feinstein, et al.
Published: (2026)
Application of CTS (Computer to Screen) Machine in Printing Industries for Process Improvement & Material Optimization
by: Islam, Tarequl
Published: (2025)
by: Islam, Tarequl
Published: (2025)
ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence
by: Yi, Jiayu, et al.
Published: (2026)
by: Yi, Jiayu, et al.
Published: (2026)
Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today
by: Feinstein, Zachary, et al.
Published: (2022)
by: Feinstein, Zachary, et al.
Published: (2022)
Rarefaction Wave Interaction and Existence of a Global Smooth Solution in the Blood Flow Model With Time‐Dependent Body Force
by: Rakib Mondal, et al.
Published: (2025)
by: Rakib Mondal, et al.
Published: (2025)
Elementary Wave Interactions in Two‐Layer Blood Flow Model
by: Rakib Mondal, et al.
Published: (2025)
by: Rakib Mondal, et al.
Published: (2025)
An empirical study of market risk factors for Bitcoin
by: Singh, Shubham
Published: (2024)
by: Singh, Shubham
Published: (2024)
Machine Learning Methods for Pricing Financial Derivatives
by: Fan, Lei, et al.
Published: (2024)
by: Fan, Lei, et al.
Published: (2024)
Simulation of square-root processes made simple: applications to the Heston model
by: Jaber, Eduardo Abi
Published: (2024)
by: Jaber, Eduardo Abi
Published: (2024)
On the Hull-White model with volatility smile for Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2024)
by: van der Zwaard, T., et al.
Published: (2024)
Watanabe's expansion: A Solution for the convexity conundrum
by: García-Lorite, David, et al.
Published: (2024)
by: García-Lorite, David, et al.
Published: (2024)
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by: Zaugg, Nicola F., et al.
Published: (2024)
by: Zaugg, Nicola F., et al.
Published: (2024)
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
by: Peng, Yunfei, et al.
Published: (2024)
by: Peng, Yunfei, et al.
Published: (2024)
Computing the SSR
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Reference-dependent asset pricing with a stochastic consumption-dividend ratio
by: Aquino, Luca De Gennaro, et al.
Published: (2024)
by: Aquino, Luca De Gennaro, et al.
Published: (2024)
Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)
by: Angelini, Daniele, et al.
Published: (2024)
Boundary conditions at infinity for Black-Scholes equations
by: Tsuzuki, Yukihiro
Published: (2024)
by: Tsuzuki, Yukihiro
Published: (2024)
Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)
by: Lalor, Luca, et al.
Published: (2024)
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)
by: Brugière, Pierre, et al.
Published: (2025)
Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by: Lalor, Luca, et al.
Published: (2025)
by: Lalor, Luca, et al.
Published: (2025)
Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
by: Jaber, Eduardo Abi, et al.
Published: (2022)
by: Jaber, Eduardo Abi, et al.
Published: (2022)
Reconciling rough volatility with jumps
by: Jaber, Eduardo Abi, et al.
Published: (2023)
by: Jaber, Eduardo Abi, et al.
Published: (2023)
Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
by: Halperin, I., et al.
Published: (2025)
by: Halperin, I., et al.
Published: (2025)
Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)
by: Zhang, Duo, et al.
Published: (2025)
Swing contract pricing: with and without Neural Networks
by: Lemaire, Vincent, et al.
Published: (2023)
by: Lemaire, Vincent, et al.
Published: (2023)
From Volatility to Variance: A Skew-Enhanced SABR Model and Its Empirical Study in the Chinese Financial Options Market
by: Zhang, Wenxuan, et al.
Published: (2026)
by: Zhang, Wenxuan, et al.
Published: (2026)
SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
by: Buehler, Hans, et al.
Published: (2026)
by: Buehler, Hans, et al.
Published: (2026)
SPX-VIX Risk Computations Via Perturbed Optimal Transport
by: Che, Charlie, et al.
Published: (2026)
by: Che, Charlie, et al.
Published: (2026)
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
by: Mohanty, Hardhik, et al.
Published: (2025)
by: Mohanty, Hardhik, et al.
Published: (2025)
Three-Currency HJM for Brazilian Credit Markets
by: Coelho, Raphael
Published: (2026)
by: Coelho, Raphael
Published: (2026)
Distributions of Historic Market Data -- Relaxation and Correlations
by: Moghaddam, M. Dashti, et al.
Published: (2019)
by: Moghaddam, M. Dashti, et al.
Published: (2019)
Combined Mutiplicative-Heston Model for Stochastic Volatility
by: Moghaddam, M. Dashti, et al.
Published: (2018)
by: Moghaddam, M. Dashti, et al.
Published: (2018)
Forecasting implied volatility surface with generative diffusion models
by: Jin, Chen, et al.
Published: (2025)
by: Jin, Chen, et al.
Published: (2025)
Ultra-short-term volatility surfaces
by: Bandi, Federico M., et al.
Published: (2026)
by: Bandi, Federico M., et al.
Published: (2026)
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
by: Schroers, Dennis
Published: (2024)
by: Schroers, Dennis
Published: (2024)
Efficient Importance Sampling under Heston Model: Short Maturity and Deep Out-of-the-Money Options
by: Tu, Yun-Feng, et al.
Published: (2025)
by: Tu, Yun-Feng, et al.
Published: (2025)
Similar Items
-
Multiscale Markowitz
by: Nayar, Revant, et al.
Published: (2024) -
Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles
by: Hirano, Tomohiro, et al.
Published: (2022) -
Optimal Reinsurance under Endogenous Default and Background Risk
by: Liang, Zongxia, et al.
Published: (2025) -
Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today
by: Zachary Feinstein, et al.
Published: (2026) -
Application of CTS (Computer to Screen) Machine in Printing Industries for Process Improvement & Material Optimization
by: Islam, Tarequl
Published: (2025)