Exploring polynomial Ornstein-Uhlenbeck models for financial volatility and derivative pricing.
― 7 min read
Quantitative Finance - Pricing of Securities
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This study enhances American option pricing using Piecewise Diffusion Markov Processes.
― 8 min read
A new method combining LLMs and multi-agent systems improves stock investment strategies.
― 5 min read
A look into stochastic volatility models and their impact on finance.
― 6 min read
A look into pricing and managing risks in structured products.
― 5 min read
An overview of Uniswap V3's features and strategies for liquidity providers.
― 7 min read
Discover how IGA transforms financial derivative pricing methods.
― 6 min read
PEMC combines Monte Carlo simulations with machine learning for faster, accurate results.
― 5 min read