Examining a pricing method for American-style options in complex markets.
― 6 min read
Quantitative Finance - Mathematical Finance
RSSDiscover 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
Learn the basics of managing your investment portfolio effectively.
― 6 min read
A Python package for easy moment calculations in financial modeling.
― 5 min read
Explore the significance of riskless assets and their impact on investments.
― 8 min read
Learn how dynamic pricing affects real estate sales.
― 5 min read
A look into the world of martingales and specific relative entropy.
― 6 min read
An overview of Uniswap V3's features and strategies for liquidity providers.
― 7 min read
Learn how investors can make better payoff choices.
― 6 min read
A look into small vs. large stocks and investment risks.
― 7 min read
Learn how reinforcement learning can enhance your investment strategies.
― 6 min read
A new method to simulate square-root processes easily and accurately.
― 5 min read
A fresh approach to understanding option pricing with the CARMA(p,q)-Hawkes model.
― 7 min read
Discover how volatility models shape investment strategies in dynamic markets.
― 6 min read
A simple guide to Stochastic Volterra Integral Equations and their applications in finance.
― 6 min read
A look at the strategic interplay between brokers and informed traders in finance.
― 8 min read
CLMMs revolutionize trading efficiency in decentralized finance, enhancing returns for liquidity providers.
― 8 min read
Learn how to manage investments wisely amid market uncertainty.
― 5 min read
Understanding volatility and its impact on trading decisions.
― 6 min read
BSVIEs blend finance and mathematics to manage uncertainty in decision-making.
― 5 min read