Copertina

Quantitative Halmos-Savage theorems and robust large financial markets

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Cuchiero, Christa, Klein, Irene, Köstenberger, Georg, Schmidt, Thorsten
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Can the $L^1$-$L^\infty$ duality be restored for non-dominated families of probability measures?
di: Klein, Irene, et al.
Pubblicazione: (2026)

Polynomial interacting particle systems and non-linear SPDEs for market capitalization curves
di: Cuchiero, Christa, et al.
Pubblicazione: (2024)

Sharp oracle inequalities and universality of the AIC and FPE
di: Jirak, Moritz, et al.
Pubblicazione: (2024)

Polynomial McKean-Vlasov SDEs
di: Cuchiero, Christa, et al.
Pubblicazione: (2025)

Signature Methods in Stochastic Portfolio Theory
di: Cuchiero, Christa, et al.
Pubblicazione: (2023)

Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths
di: Cuchiero, Christa, et al.
Pubblicazione: (2025)

Holomorphic jump-diffusions
di: Cuchiero, Christa, et al.
Pubblicazione: (2024)

Signature SDEs from an affine and polynomial perspective
di: Cuchiero, Christa, et al.
Pubblicazione: (2023)

Joint calibration to SPX and VIX options with signature-based models
di: Cuchiero, Christa, et al.
Pubblicazione: (2023)

Global universal approximation of functional input maps on weighted spaces
di: Cuchiero, Christa, et al.
Pubblicazione: (2023)

Polynomial Volterra processes
di: Jaber, Eduardo Abi, et al.
Pubblicazione: (2024)

Robust financial calibration: a Bayesian approach for neural SDEs
di: Cuchiero, Christa, et al.
Pubblicazione: (2024)

Quantitative central limit theorem for an integrated periodogram via the fourth moment theorem
di: Hariz, Samir Ben, et al.
Pubblicazione: (2026)

Dynamic programming principle and computable prices in financial market models with transaction costs
di: Lepinette, Emmanuel, et al.
Pubblicazione: (2024)

Generalizing the de Finetti--Hewitt--Savage theorem
di: Alam, Irfan
Pubblicazione: (2020)

Local limit theorems for random walks on a large discrete torus
di: Gu, Yandong, et al.
Pubblicazione: (2024)

Law of large numbers and central limit theorem for renewal Hawkes processes
di: Ruíz, Luis Iván Hernández
Pubblicazione: (2023)

Laws of large numbers and central limit theorem for Ewens-Pitman model
di: Contardi, Claudia, et al.
Pubblicazione: (2024)

Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
di: Jirak, Moritz, et al.
Pubblicazione: (2022)

On general financial markets with concave transactions costs
di: Rygiel, A., et al.
Pubblicazione: (2024)

Quasi-continuity method for mean-field diffusions: large deviations and central limit theorem
di: Chaintron, Louis-Pierre
Pubblicazione: (2024)

Quantitative homogenization and large-scale regularity of Poisson point clouds
di: Armstrong, Scott, et al.
Pubblicazione: (2023)

Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
di: van Eck, Tim S. G., et al.
Pubblicazione: (2024)

Functional law of large numbers and central limit theorem for Crump-Mode-Jagers branching processes
di: Dramé, Ibrahima, et al.
Pubblicazione: (2025)

Identifying dynamical network markers of financial market instability
di: Ito, Mariko I., et al.
Pubblicazione: (2026)

Robust Signal Recovery in Hadamard Spaces
di: Köstenberger, Georg, et al.
Pubblicazione: (2023)

Asymptotic Normality of Centroids of Random Polygons
di: Neuschel, Thorsten
Pubblicazione: (2024)

An extended CIR process with stochastic discontinuities
di: Fontana, Claudio, et al.
Pubblicazione: (2025)

Mirzakhani's frequencies of simple closed geodesics on hyperbolic surfaces in large genus and with many cusps
di: Ren, Irene
Pubblicazione: (2023)

Visibility graphs can make money in financial markets
di: Rak, Rafał
Pubblicazione: (2026)

Law of large numbers and central limit theorem for ergodic quantum processes
di: Pathirana, Lubashan, et al.
Pubblicazione: (2023)

Quenched law of large numbers and quenched central limit theorem for multi-player leagues with ergodic strengths
di: Borga, Jacopo, et al.
Pubblicazione: (2021)

A note on the binomial distribution motivated by Chvátal's theorem and Tomasewski's theorem
di: Guo, Zheng-Yan, et al.
Pubblicazione: (2025)

Stochastic modeling and large-eddy simulation of heated concentric coaxial pipe flow
di: Klein, Marten, et al.
Pubblicazione: (2023)

Multivariate subexponentiality and interplay of insurance and financial risks in a renwal risk model
di: Konstantinides, Dimitrios G., et al.
Pubblicazione: (2025)

Infinite dimensional affine processes
di: Schmidt, Thorsten, et al.
Pubblicazione: (2019)

Doob's type optional sampling theorems and a central limit theorem for demimartingales with applications to associated sequences
di: Hadjikyriakou, Milto, et al.
Pubblicazione: (2025)

Quantitative bounds for high dimensional entropic CLT
di: Deng, Chang-song, et al.
Pubblicazione: (2026)

Uniform dimension theorems for parabolic SPDEs
di: Khoshnevisan, Davar, et al.
Pubblicazione: (2025)

Ratio limit theorem for renewal processes
di: Escobar-Bach, Mikael, et al.
Pubblicazione: (2025)