| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 通过Shapley值进行投资组合绩效归因 | Nicholas Moehle, Stephen Boyd, Andrew Ang | 2102.05799 | q-fin.CP | 2021-02-12 |
| 广泛的网络将消除对定价公式的需求 | Jaegi Jeon, Kyunghyun Park, Jeonggyu Huh | 2101.09064 | q-fin.CP | 2021-01-25 |
| 3/2模型的显式解模拟方法 | Iro Ren''e Kouarfate, Michael A. Kouritzin, Anne MacKay | 2009.09058 | q-fin.CP | 2021-01-12 |
| 改进的基于ACD的金融交易持续时间预测：利用LSTM网络和注意力机制 | Yong Shi, Wei Dai, Wen Long, Bo Li | 2101.02736 | q-fin.CP | 2021-01-11 |
| 具有流动性调整的价差期权定价 | Kevin Shuai Zhang, Traian Pirvu | 2101.00223 | q-fin.CP | 2021-01-05 |
| 即时预测网络 | Marc Chataigner, Stephane Crepey, and Jiang Pu | 2011.13687 | q-fin.CP | 2020-11-30 |
| 用LSTM网络和路径签名解决路径相关的偏微分方程 | Marc Sabate-Vidales and David v{S}iv{s}ka and Lukasz Szpruch | 2011.10630 | q-fin.CP | 2020-11-24 |
| 一种用于具有跳跃项的前向-后向随机微分方程的收敛线性回归方法 | Tingting Ye and Liangliang Zhang | 1805.12105 | q-fin.CP | 2020-11-03 |
| Leland模态数值解的有限元方法 | Dongming Wei and Yogi Ahmad Erlangga and Gulzat Zhumakhanova | 2010.13541 | q-fin.CP | 2020-10-27 |
| 日内电力市场的均衡价格 | Ren''e Aid, Andrea Cosso (UNIBO), Huy^en Pham (LPSM (UMR\_8001), ENSAE ParisTech ) | 2010.09285 | q-fin.CP | 2020-10-20 |
| 物理学与衍生品：有效势路径积分近似的Arrow-Debreu密度 | Luca Capriotti and Ruggero Vaia | 1902.03610 | q-fin.CP | 2020-09-25 |
| 追踪误差惩罚的均值方差组合选择 | William Lefebvre (LPSM), Gregoire Loeper (BNPP CIB GM Lab), Huy^en Pham (LPSM) | 2009.08214 | q-fin.CP | 2020-09-21 |
| 有关$pi$-期权的模拟定价说明 | Zbigniew Palmowski and Tomasz Serafin | 2007.02076 | q-fin.CP | 2020-08-26 |
| 布朗桥的折扣最优停止问题及其在固定交割美式期权中的应用 | Bernardo D'Auria and Eduardo Garc''ia-Portugu''es and Abel Guada | 1903.11686 | q-fin.CP | 2020-08-25 |
| 金融时间序列分类的图像处理工具 | Bairui Du, Delmiro Fernandez-Reyes and Paolo Barucca | 2008.06042 | q-fin.CP | 2020-08-19 |
| 障碍期权的顺序蒙特卡洛估值 | Pavel V. Shevchenko and Pierre Del Moral | 1405.5294 | q-fin.CP | 2020-08-04 |
| 主编：理解加密货币 | Wolfgang Karl H"ardle, Campbell R. Harvey, Raphael C. G. Reule | 2007.14702 | q-fin.CP | 2020-07-30 |
| 深度局部波动率 | Marc Chataigner, St''ephane Cr''epey and Matthew Dixon | 2007.10462 | q-fin.CP | 2020-07-22 |
| 债券无差异价格和无差异收益率曲线 | Matthew Lorig | 2007.09201 | q-fin.CP | 2020-07-21 |
| 层次自适应稀疏网格和粗糙Bergomi模型下的期权定价中的准蒙特卡洛方法 | Christian Bayer, Chiheb Ben Hammouda and Raul Tempone | 1812.08533 | q-fin.CP | 2020-07-13 |
| 深度重要性采样 | Benjamin Virrion (CEREMADE) | 2007.02692 | q-fin.CP | 2020-07-08 |
| 超越随机基准目标的最佳资产配置 | Chendi Ni, Yuying Li, Peter Forsyth, Ray Carroll | 2006.15384 | q-fin.CP | 2020-06-30 |
| 鲁棒产品马尔可夫量化 | Ralph Rudd, Thomas A. McWalter, Joerg Kienitz and Eckhard Platen | 2006.15823 | q-fin.CP | 2020-06-30 |
| 基于制度转换模型的紧凑有限差分方案与Hermite插值定价美式看跌期权 | Chinonso Nwankwo, Weizhong Dai, Ruihua Liu | 1908.04900 | q-fin.CP | 2020-06-24 |
| 评估农产品期货中的质量选择权：一种基于蒙特卡罗模拟的方法 | Sanjay Mansabdar and Hussain C Yaganti | 2006.11222 | q-fin.CP | 2020-06-22 |