Saved in:
| Main Author: | Dolinsky, Yan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2411.10726 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Exponential Utility Maximization with Delay in a Continuous Time Gaussian Framework
by: Dolinsky, Yan
Published: (2023)
by: Dolinsky, Yan
Published: (2023)
Explicit Computations for Delayed Semistatic Hedging
by: Dolinsky, Yan, et al.
Published: (2023)
by: Dolinsky, Yan, et al.
Published: (2023)
Scaling Limits for Exponential Hedging in Trinomial Models
by: Dolinsky, Yan, et al.
Published: (2026)
by: Dolinsky, Yan, et al.
Published: (2026)
Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
by: Dolinsky, Yan
Published: (2025)
by: Dolinsky, Yan
Published: (2025)
Optimal Contracts for Delegated Order Execution
by: Martin Larsson, et al.
Published: (2025)
by: Martin Larsson, et al.
Published: (2025)
Optimal Execution under Incomplete Information
by: Chevalier, Etienne, et al.
Published: (2024)
by: Chevalier, Etienne, et al.
Published: (2024)
SPX-VIX Risk Computations Via Perturbed Optimal Transport
by: Che, Charlie, et al.
Published: (2026)
by: Che, Charlie, et al.
Published: (2026)
A Note on Optimal Liquidation with Linear Price Impact
by: Dolinsky, Yan, et al.
Published: (2024)
by: Dolinsky, Yan, et al.
Published: (2024)
Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
by: Li, Yuchen, et al.
Published: (2022)
by: Li, Yuchen, et al.
Published: (2022)
Monotonic mean-deviation risk measures
by: Han, Xia, et al.
Published: (2023)
by: Han, Xia, et al.
Published: (2023)
Computing the SSR
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives
by: Nendel, Max
Published: (2026)
by: Nendel, Max
Published: (2026)
Stochastic Control Problems with Infinite Horizon and Regime Switching Arising in Optimal Liquidation with Semimartingale Strategies
by: Cheng, Xinman, et al.
Published: (2026)
by: Cheng, Xinman, et al.
Published: (2026)
Optimal Underreporting and Competitive Equilibrium
by: Liang, Zongxia, et al.
Published: (2026)
by: Liang, Zongxia, et al.
Published: (2026)
Optimal Liquidation of Perpetual Contracts
by: Donnelly, Ryan, et al.
Published: (2026)
by: Donnelly, Ryan, et al.
Published: (2026)
Dual Attainment in Multi-Period Multi-Asset Martingale Optimal Transport and Its Computation
by: Che, Charlie, et al.
Published: (2026)
by: Che, Charlie, et al.
Published: (2026)
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)
Correction to “Neural Optimal Stopping Boundary”
Published: (2025)
Published: (2025)
Optimal positioning in derivative securities in incomplete markets
by: Leung, Tim, et al.
Published: (2024)
by: Leung, Tim, et al.
Published: (2024)
Optimal information acquisition for eliminating estimation risk
by: Liang, Zongxia, et al.
Published: (2024)
by: Liang, Zongxia, et al.
Published: (2024)
Long Time Behavior of Optimal Liquidation Problems
by: Cheng, Xinman, et al.
Published: (2024)
by: Cheng, Xinman, et al.
Published: (2024)
Optimal Contract Design with Quadratic Effort Cost
by: Chen, Xinfu, et al.
Published: (2025)
by: Chen, Xinfu, et al.
Published: (2025)
Optimal Liquidation With Signals: The General Propagator Case
by: Eduardo Abi Jaber, et al.
Published: (2025)
by: Eduardo Abi Jaber, et al.
Published: (2025)
Optimal Control of the Ethena Yield-Bearing Stablecoin
by: Lorig, Matthew
Published: (2026)
by: Lorig, Matthew
Published: (2026)
Optimal Portfolio Choice With Cross‐Impact Propagators
by: Eduardo Abi Jaber, et al.
Published: (2026)
by: Eduardo Abi Jaber, et al.
Published: (2026)
Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
by: Bo, Lijun, et al.
Published: (2024)
by: Bo, Lijun, et al.
Published: (2024)
Model-free Analysis of Dynamic Trading Strategies
by: Ananova, Anna, et al.
Published: (2020)
by: Ananova, Anna, et al.
Published: (2020)
Optimal Design of Automated Market Makers on Decentralized Exchanges
by: He, Xue Dong, et al.
Published: (2024)
by: He, Xue Dong, et al.
Published: (2024)
Optimal Decisions for Liquid Staking: Allocation and Exit Timing
by: Ma, Ruofei, et al.
Published: (2025)
by: Ma, Ruofei, et al.
Published: (2025)
Funding-Aware Optimal Market Making for Perpetual DEXs
by: Le, Nam Anh
Published: (2026)
by: Le, Nam Anh
Published: (2026)
Optimal Annuitization Time under a Mortality Shock
by: Buttarazzi, Matteo
Published: (2026)
by: Buttarazzi, Matteo
Published: (2026)
The Optimal Mean–Variance Selling Problem With Finite Horizon
by: Peter Johnson, et al.
Published: (2026)
by: Peter Johnson, et al.
Published: (2026)
Optimal hedging with variational preferences under convex risk measures
by: Righi, Marcelo
Published: (2024)
by: Righi, Marcelo
Published: (2024)
Optimal stopping and divestment timing under scenario ambiguity and learning
by: Mazzon, Andrea, et al.
Published: (2024)
by: Mazzon, Andrea, et al.
Published: (2024)
Optimal risk-aware interest rates for decentralized lending protocols
by: Baude, Bastien, et al.
Published: (2025)
by: Baude, Bastien, et al.
Published: (2025)
Optimal investment and consumption under logarithmic utility and uncertainty model
by: Faidi, Wahid
Published: (2022)
by: Faidi, Wahid
Published: (2022)
Dual Formulation of the Optimal Consumption problem with Multiplicative Habit Formation
by: Kamma, Thijs, et al.
Published: (2025)
by: Kamma, Thijs, et al.
Published: (2025)
Optimal Investment in Equity and Credit Default Swaps in the Presence of Default
by: Zhe Fei, et al.
Published: (2026)
by: Zhe Fei, et al.
Published: (2026)
A Monotone Limit Approach to Entropy-Regularized American Options
by: Chee, Daniel, et al.
Published: (2026)
by: Chee, Daniel, et al.
Published: (2026)
Decentralised Finance and Automated Market Making: Execution and Speculation
by: Cartea, Álvaro, et al.
Published: (2023)
by: Cartea, Álvaro, et al.
Published: (2023)
Similar Items
-
Exponential Utility Maximization with Delay in a Continuous Time Gaussian Framework
by: Dolinsky, Yan
Published: (2023) -
Explicit Computations for Delayed Semistatic Hedging
by: Dolinsky, Yan, et al.
Published: (2023) -
Scaling Limits for Exponential Hedging in Trinomial Models
by: Dolinsky, Yan, et al.
Published: (2026) -
Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
by: Dolinsky, Yan
Published: (2025) -
Optimal Contracts for Delegated Order Execution
by: Martin Larsson, et al.
Published: (2025)