📚 文献库
Literature Library

Regularity of a Multidimensional Principal-Agent Problem with Separable Effort Costs

作者
Authors: Shuaijie Qian | Guan Qiao 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 142 📚 24

Principal component error in high-dimensional factor models

作者
Authors: Alex Bernstein | Lisa R. Goldberg | Nicholas Gunth... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 45 📚 23

Quadratic G-BSDEs for bond pricing with endogenous short-rate feedback

作者
Authors: Jaehyun Kim | Hyungbin Park 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 125 📚 25

VertiFuseX: Generalizable Financial Forecasting via Multi-Stream Temporal Fusion

作者
Authors: Aashish Bohra | Vivek Vijay 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 104 📚 7

Optimal entry and exit for variance swaps: closed-form rules for the perpetual contract

作者
Authors: Jun Maeda 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 89 📚 25

Special Markowitz: Thermodynamic Formalism for the Joint Regularisation of Returns and Covariance

作者
Authors: David Reinhardt 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 205 📚 1

The skew Brownian motion should not be used as a risk-neutral returns process: a well-posed skew-nor...

作者
Authors: Lorenzo Torricelli | Michele Bufalo 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 192 📚 4

WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical A...

作者
Authors: Aashish Bohra | Vivek Vijay 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 166 📚 27

Strategic Index Reconstitution: Differential Games, Closed-Loop Equilibria and Mean-Field Dynamics

作者
Authors: Lukas-Benedikt Fiechtner | Jose Blanchet 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 123 📚 0

The Elliptically Optimal Confidence Interval: A Bivariate Extension of Wilson's Score Method

作者
Authors: Nawaf Mohammed 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 144 📚 21

Nyström Attention Matches Full Attention for Cross-Sectional Stock 预测 (Prediction)

Nyström Attention Matches Full Attention for Cross-Sectional Stock Prediction

作者
Authors: Kunhan Guo 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 188 📚 17

The Delta of a Variance Swap

作者
Authors: Sébastien Bossu | Sebastian Gaitan-Escarpeta 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 202 📚 3

Optimal Stratified Allocation for Rare-Event Onset Forecasting in Dependent Sequences

作者
Authors: Jaskaran Singh 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 61 📚 18

Gatheral's Conjecture Revisited

作者
Authors: Vladimir Lucic 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 160 📚 13

模型 (Model)ing Trade Durations under Temporal Granularity Effects in Forex Markets

Modeling Trade Durations under Temporal Granularity Effects in Forex Markets

作者
Authors: Vladimír Holý 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 210 📚 19

A note on markets with semi-static trading strategies

作者
Authors: Miklós Rásonyi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 22 📚 4

What survives honest evaluation? Leakage-safe, search-aware assessment of LLM-driven trading strateg...

作者
Authors: Eray Gençay 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 120 📚 14

Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi 模型 (Model)

Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model

作者
Authors: Riccardo Caruso 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 199 📚 1

Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms

作者
Authors: Ruichen Deng | Yichi Zhang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 112 📚 12

Harvesting the Volatility Risk Premium: A 学习 (Learning)-to-Rank Approach

Harvesting the Volatility Risk Premium: A Learning-to-Rank Approach

作者
Authors: Maciej Wysocki 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 24 📚 6