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Literature Library

Continuous Hidden Markov 模型 (Model)s for Equity Returns: Heavy-Tail Emission Families and Regime-Con...

Continuous Hidden Markov Models for Equity Returns: Heavy-Tail Emission Families and Regime-Conditio...

作者
Authors: Abdulrahman Alswaidan | Cade Jin | Jeffrey D. Varn... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 85 📚 24

Financial Frequency Combs

作者
Authors: Madhurendra Mishra | Armaan Aryan | Arsh Gogia | A... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 70 📚 6

Collective completeness and pricing-hedging duality II

作者
Authors: Alessandro Doldi | Marco Frittelli | Marco Maggis 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 122 📚 14

Trends, Volatility, Correlations, and Critical Phenomena in Financial Markets

作者
Authors: Sara A. Safari | Christoph Schmidhuber 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 169 📚 19

A Multiplex Network Hawkes 模型 (Model) for Systemic Risk Measurement

A Multiplex Network Hawkes Model for Systemic Risk Measurement

作者
Authors: Mante Zelvyte | Jim E. Griffin 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 23 📚 3

Fitting Accumulated Stock Returns with Tempered Skew t-Distribution

作者
Authors: Siqi Shao | R. A. Serota 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 89 📚 26

Crashing Together, Rallying Apart: Dynamic Conditional Tail Dependence in Cryptocurrency Markets

作者
Authors: Rama Siva Sarwari Mallela | Manuele Leonelli 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 182 📚 12

Sharpe Ratio and Return-VaR Ratio Maximization for Option Portfolios with Skew-Elliptical $t$ Underl...

作者
Authors: Kyle Sung | Traian A. Pirvu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 73 📚 6

Correlation emergence and the Epps effect in two coupled limit order books

作者
Authors: Chris Angstmann | Tim Gebbie 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 20 📚 26

Group Quantization and Mellin Representations of the Heston 模型 (Model)

Group Quantization and Mellin Representations of the Heston Model

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

👁 29 📚 22

Scenario Generation for Time Series and Curves: A Comparison of Nonparametric and Semiparametric Boo...

作者
Authors: Nicola Baldoni | Michele Sparviero | Lorenzo Viola 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 179 📚 1

Optimal exit strategies of CPT gamblers in unfair gambles

作者
Authors: Sang Hu | Xun Yu Zhou 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 58 📚 21

Composite likelihood inference of fractional Gaussian processes with sequentially optimal subset sel...

作者
Authors: Mathis Fourreau | Matthieu Garcin 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 170 📚 2

On regularity of finite-maturity American put options in the Heston model

作者
Authors: Khai Nguyen | Huy Chau 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 181 📚 4

Evaluating AI Investment Strategies

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

👁 141 📚 20

Optimal exit strategies of CPT gamblers in unfair gambles

作者
Authors: Sang Hu | Xun Yu Zhou 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 178 📚 6

Reverse Stress Testing for Multivariate Scenarios: A Conditional Framework for Stressed Time Series

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

👁 130 📚 26

Weighted universal approximation of differentiable maps on infinite-dimensional manifolds

作者
Authors: Philipp Schmocker | Josef Teichmann 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 159 📚 7

Information Networks of Stock Prices

作者
Authors: Muhammad Aldy Hassan | Hokky Situngkir 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 147 📚 9

Bubbles vs. Baselines: Token Valuation and Institutional Capital in PoS Networks under EIP-1559

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

👁 145 📚 12