:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteur principal:	Kloster, Thomas K.
Format:	Preprint
Publié:	2025
Sujets:	Mathematical Finance
Accès en ligne:	https://arxiv.org/abs/2509.17236
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

A Wiener Chaos Approach to Martingale Modelling and Implied Volatility Calibration
par: Diaz-Lozano, Pere, et autres
Publié: (2026)

Feynman-Kac Derivatives Pricing on the Full Forward Curve
par: Mott, Kevin
Publié: (2026)

Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
par: Lipiecki, Arkadiusz, et autres
Publié: (2025)

Machine Learning Methods for Pricing Financial Derivatives
par: Fan, Lei, et autres
Publié: (2024)

Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels
par: Chen, Zhang, et autres
Publié: (2026)

Optimal Bubble Riding with Price-dependent Entry: a Mean Field Game of Controls with Common Noise
par: Tangpi, Ludovic, et autres
Publié: (2023)

A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
par: Laudagé, Christian, et autres
Publié: (2023)

Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
par: Hirsch, Simon, et autres
Publié: (2026)

Marginal Price Optimization
par: Loesch, Stefan, et autres
Publié: (2025)

Benchmark-Neutral Pricing
par: Platen, Eckhard
Publié: (2024)

The Relative Entropy of Expectation and Price
par: McCloud, Paul
Publié: (2025)

Pricing Barrier Options with DeepBSDEs
par: Ganesan, Narayan, et autres
Publié: (2020)

Fixed-Income Pricing and the Replication of Liabilities
par: Filipović, Damir
Publié: (2025)

Pricing options on the cryptocurrency futures contracts
par: Kończal, Julia
Publié: (2025)

The Variance-Gamma Process for Option Pricing
par: Shenoy, Rohan, et autres
Publié: (2025)

Quantitative Fundamental Theorem of Asset Pricing
par: Beatrice Acciaio, et autres
Publié: (2025)

Stochastic Expansion for the Pricing of Asian and Basket Options
par: Floc'h, Fabien Le
Publié: (2024)

A Unifying Approach for the Pricing of Debt Securities
par: Vachon, Marie-Claude, et autres
Publié: (2024)

Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
par: He, Jian, et autres
Publié: (2025)

Modeling Stock Return Distributions and Pricing Options
par: Jiang, Xinxin
Publié: (2025)

Arbitrage-Free Pricing with Diffusion-Dependent Jumps
par: Virk, Hamza, et autres
Publié: (2025)

Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
par: Qiu, Jinniao, et autres
Publié: (2024)

Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
par: Gomes, Pedro Duarte
Publié: (2024)

Pricing American options with exogenous and endogenous transaction costs
par: Yan, Dong, et autres
Publié: (2025)

Robust Pricing and Hedging of American Options in Continuous Time
par: Guo, Ivan, et autres
Publié: (2025)

Options Pricing under Bayesian MS-VAR Process
par: Gankhuu, Battulga
Publié: (2021)

Semiclassical CEV Option Pricing Model: an Analytical Approach
par: Capitán, Jose A., et autres
Publié: (2024)

Financial Relativity: An Information-Geometric Interpretation of Asset Pricing
par: Lin, Li
Publié: (2026)

Applications of the Second-Order Esscher Pricing in Risk Management
par: Choulli, Tahir, et autres
Publié: (2024)

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
par: Hao, Nicole, et autres
Publié: (2024)

Quantum Advantage for Multi-option Portfolio Pricing and Valuation Adjustments
par: Han, Jeong Yu, et autres
Publié: (2022)

Lévy-Driven Option Pricing without a Riskless Asset
par: Wang, Ziyao
Publié: (2025)

The Price of Liquidity: Implied Volatility of Automated Market Maker Fees
par: Bichuch, Maxim, et autres
Publié: (2025)

Option Pricing with a Compound CARMA(p,q)-Hawkes
par: Mercuri, Lorenzo, et autres
Publié: (2024)

Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
par: Razumovskiy, Lev, et autres
Publié: (2024)

Pricing and hedging short-maturity Asian options in local volatility models
par: Kim, Jaehyun, et autres
Publié: (2019)

Dynamic Asset Pricing Theory for Life Contingent Risks
par: Ling, Patrick
Publié: (2025)

Perpetual Futures Pricing
par: Ackerer, Damien, et autres
Publié: (2023)

Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices
par: Floc'h, Fabien Le
Publié: (2025)

A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
par: Stedman, Mark, et autres
Publié: (2024)