A clear overview of limit order books and their significance in trading.
― 6 min read
Quantitative Finance - Mathematical Finance
RSSThis 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
Discover how dynamic pricing can improve revenue in real estate.
― 6 min read
Examining a pricing method for American-style options in complex markets.
― 6 min read
Discover how neural models improve option pricing accuracy and flexibility.
― 6 min read
Honoring the contributions of Tom Hurd in mathematics and financial research.
― 4 min read
Examining how entropy regularization enhances decision-making in uncertain environments.
― 5 min read
A fresh approach to understanding price movements in financial markets.
― 6 min read
A fresh method for accurately modeling and predicting credit spreads over time.
― 7 min read
A framework for improving financial risk assessment and modeling accuracy.
― 6 min read
An overview of trading strategies in complex financial markets.
― 5 min read
A look into stochastic volatility models and their impact on finance.
― 6 min read
A new approach to enhancing prediction accuracy amidst data uncertainty.
― 6 min read
Adjusted risk measures enhance the evaluation of potential losses in finance.
― 5 min read
A look into equity protection swaps and risk management strategies for investors.
― 6 min read
Researchers reveal new methods for spotting true signals in stock returns.
― 4 min read
Learn how to create a balanced investment portfolio using intuitive and analytical strategies.
― 7 min read
Introducing randomness to improve volatility model accuracy in options trading.
― 6 min read
A study on optimizing trade execution and managing market risks.
― 6 min read