This article examines the role of discount rates in climate change strategies.
― 7 min read
Quantitative Finance - Mathematical Finance
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Examining how disorder influences the behavior of physical systems.
― 4 min read
Learn effective methods for pricing various debt securities in financial markets.
― 6 min read
Learn how fluid dynamics concepts illuminate financial market behaviors.
― 6 min read
Learn how to optimize your portfolio while considering price impacts in trading.
― 5 min read
How trading strategies and constraints shape market behavior and player decisions.
― 6 min read
A novel approach to parameter estimation in volatility modeling using composite likelihood.
― 6 min read
Understanding marketing dynamics through time series data analysis.
― 5 min read
A look at the role and impact of G3Ms in decentralized finance.
― 6 min read
Explore how transformer models can improve stock trading strategies.
― 5 min read
A look into benchmark-neutral pricing for financial products like bonds.
― 5 min read
This paper models liquidity provider strategies in decentralized finance markets.
― 7 min read
Exploring polynomial Ornstein-Uhlenbeck models for financial volatility and derivative pricing.
― 7 min read
Examining how diverse investor beliefs impact welfare in trading.
― 4 min read
Learn how investors manage estimation risk through effective information strategies.
― 6 min read
An overview of how strategic trading shapes market prices and dynamics.
― 6 min read
A new approach to measuring fairness in college admissions and credit assessments.
― 6 min read
A deep look into path-dependent volatility and its impact on options pricing.
― 7 min read
A clear overview of limit order books and their significance in trading.
― 6 min read
This paper analyzes market makers' interactions using game theory for insights into pricing strategies.
― 5 min read
An overview of how dividend policies impact companies and investors.
― 6 min read
A new pricing formula for VIX options using the Heston-Hawkes model enhances volatility trading strategies.
― 4 min read
Learn how advanced methods improve investment strategies for better returns.
― 6 min read
Examining risks and their connections in finance helps improve risk management.
― 6 min read
A deep look into basket options and their innovative pricing strategies.
― 4 min read
This paper examines strategies for handling risky client orders in trading.
― 5 min read
An overview of the complexities in modern electronic trading.
― 5 min read
Asian options use average prices to manage risk in financial markets.
― 4 min read
Analyzing how investor behavior affects asset prices across different markets.
― 4 min read
A framework for companies to balance emissions reduction and carbon allowance purchasing.
― 5 min read
Examining cap-and-trade systems and their impact on pollution reduction.
― 6 min read
This article examines the challenges limit orders face in financial markets.
― 8 min read
An overview of market making and its competitive challenges.
― 5 min read
Discover how math shapes financial decisions and market strategies.
― 4 min read
Examining the impact of transaction ordering on decentralized exchange trading.
― 6 min read
A look at quadratic and linear mean-variance equilibria in financial markets.
― 7 min read
Assessing how climate change affects credit risk and lender strategies.
― 5 min read
This study explores market crashes as phase transitions, offering fresh insights for investors.
― 5 min read
Learn how optimal stopping impacts decision-making in finance and engineering.
― 6 min read
Examining how trader interactions shape market behavior and price stability.
― 4 min read
A look at conditional least square hedging within jump diffusion models.
― 5 min read