📚 文献库
Literature Library

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

👁 106 📚 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

👁 197 📚 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

👁 87 📚 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

👁 34 📚 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

👁 43 📚 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

👁 190 📚 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

👁 71 📚 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

👁 181 📚 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

👁 193 📚 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

👁 157 📚 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

👁 194 📚 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

👁 144 📚 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

👁 175 📚 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

👁 161 📚 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

👁 160 📚 12

Generating Financial Time Series by Matching Random Convolutional Features

作者
Authors: Konrad J. Mueller | Nikita Zozoulenko | Ben Wood |... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 71 📚 24

Derivative-Informed Operator 学习 (Learning) for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Co...

Derivative-Informed Operator Learning for Finance: On-the-Fly Greeks, Surfaces, Hedging, and Control

作者
Authors: Miquel Noguer I Alonso 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 76 📚 11

Multi-Scale Markov Switching GARCH

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

👁 219 📚 18

Competition in Dealer Markets with Internalisation and Externalisation

作者
Authors: Robert Boyce | Eyal Neuman 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 115 📚 21

Change-point estimation for Weibull time series with copula-based Markov models

作者
Authors: Li-Hsien Sun | Zong-Yuan Huang | Yi-Ling Huang | C... 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 141 📚 9