📚 文献库
Literature Library

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

👁 49 📚 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

👁 197 📚 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

👁 80 📚 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

👁 187 📚 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

👁 198 📚 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

👁 165 📚 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

👁 202 📚 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

👁 152 📚 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

👁 181 📚 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

👁 168 📚 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

👁 170 📚 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

👁 80 📚 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

👁 83 📚 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

👁 225 📚 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

👁 121 📚 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

👁 147 📚 9

From Classical 优化 (Optimization) to 贝叶斯 (Bayesian) Integration: A Comprehensive 分析 (Analysis) of Sys...

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfoli...

作者
Authors: Ajay Kumar Verma | Shravya Barkam 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 50 📚 5

An optimal transport foundation for a class of dynamically consistent risk measures

作者
Authors: Sven Fuhrmann | Michael Kupper | Max Nendel 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 42 📚 18

From Arbitrage Removal to Density Extraction: A 模型 (Model)-Free Framework for Short-Dated Options

From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options

作者
Authors: Aaron Wizman | Gabriel Turinici | Gregory Merran 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 133 📚 19

Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943

作者
Authors: Keiichi Morimoto | Akihiko Noda | Takenobu Yuki 期刊
Journal: arXiv 年份
Year: 2026 分类
Category: 金融数学
Financial Mathematics

👁 180 📚 14