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Literature Library

Stochastic Calculus and the Black-Scholes-Merton 模型 (Model): A Simplified Approach

Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach

作者
Authors: Kuo-Ping Chang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 154 📚 20

学习 (Learning) Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterizatio...

Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization

作者
Authors: Jan Rovirosa | Jesse Schmolze 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 180 📚 17

Funding-Aware Optimal Market Making for Perpetual DEXs

作者
Authors: Nam Anh Le 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 120 📚 11

SNAPO: Smooth Neural Adjoint Policy 优化 (Optimization) for Optimal Control via Differentiable Simulat...

SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation

作者
Authors: Dmitri Goloubentsev | Natalija Karpichina 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 82 📚 20

Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study

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

👁 91 📚 8

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility

作者
Authors: Sohaib El Karmi 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 73 📚 11

Statistics of a multi-factor function from its Fourier transform

作者
Authors: Matthew A. Herman | Stephen Doro 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 186 📚 13

Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints mark...

作者
Authors: Jing He | Shuzhen Yang 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 103 📚 22

模型 (Model)ing Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law

Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law

作者
Authors: Tomasz J. Kozubowski | Andrey Sarantsev | James A.... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 148 📚 26

Optimal Merton's Problem under Multivariate Affine Volterra 模型 (Model)s with Jumps

Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps

作者
Authors: Sigui Brice Dro | Emmanuel Gnabeyeu 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 152 📚 20

Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Ba...

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

👁 145 📚 8

A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices

作者
Authors: Luyun Lin | Lixing Lin | Zhen Zhang | Moxuan Zheng... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 181 📚 19

数据 (Data)-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers

Data-Driven Stochastic Optimal Control for Intraday Electricity Trading by Renewable Producers

作者
Authors: Chiheb Ben Hammouda | Michael Samet | Raúl Tempone 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 112 📚 13

Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Network...

作者
Authors: Fan Wu | Anqi Liu | Maggie Chen | Yuhua Li 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 115 📚 22

非独特时间和市场不完整

Non-unique time and market incompleteness

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

👁 60 📚 15

前进差异模型中的VIX选项的波动性扩大

Implied Volatility Expansions for VIX Options in Forward Variance Models

作者
Authors: Ying Liao | Ankush Agarwal | Florian Bourgey 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 155 📚 13

非独特时间和市场不完整

Non-unique time and market incompleteness

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

👁 89 📚 13

高效多变量 Kelly 优化启示录 Sigmoidal 放大法

Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws

作者
Authors: Ruslan Tepelyan | Daniel Lam 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 96 📚 3

在具有组合约束的 " 弹性波动模式 " 下进行最佳投资并规范学习

Optimal Investment and Entropy-Regularized Learning Under Stochastic Volatility Models with Portfoli...

作者
Authors: Thai Nguyen | Pertiny Nkuize 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 183 📚 21

外生冲击期间G5股票市场的结构动态:随机矩阵理论-复杂性差距方法

Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Comple...

作者
Authors: Kundan Mukhia | Imran Ansari | Md. Nurujjaman 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 54 📚 3