| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 基于傅里叶余弦级数展开的欧式期权更稳健的定价 | Fabien Le Floc'h | 2005.13248 | q-fin.CP | 2020-06-04 |
| 混合LSMC和PDE方法定价百慕大期权 | David Farahany, Kenneth Jackson, Sebastian Jaimungal | 1803.07216 | q-fin.CP | 2020-06-02 |
| 离散监控亚洲期权的通用多层蒙特卡洛方法 | Nabil Kahale | 1805.09427 | q-fin.CP | 2020-06-02 |
| 随机利率下期权定价的矩匹配方法 | Fabio Antonelli, Alessandro Ramponi, Sergio Scarlatti | 2005.14063 | q-fin.CP | 2020-05-29 |
| 用无监督学习和人工神经网络进行金融期权估值 | Beatriz Salvador, Cornelis W. Oosterlee, Remco van der Meer | 2005.12059 | q-fin.CP | 2020-05-26 |
| CARMA(p,q)模型的有限混合逼近 | Lorenzo Mercuri and Andrea Perchiazzo and Edit Rroji | 2005.10130 | q-fin.CP | 2020-05-25 |
| 商业估值模型中通过卡尔曼滤波降低估值风险 | Rene Scheurwater | 2005.10100 | q-fin.CP | 2020-05-21 |
| 基于期权的股权风险溢价 | Alan L. Lewis | 1910.14522 | q-fin.CP | 2020-05-04 |
| AutoAlpha：一种用于量化投资中挖掘Alpha因子的高效分层进化算法 | Tianping Zhang and Yuanqi Li and Yifei Jin and Jian Li | 2002.08245 | q-fin.CP | 2020-04-07 |
| 传染病的选择权 | Andrew Lesniewski and Nicholas Lesniewski | 2003.07992 | q-fin.CP | 2020-03-26 |
| 驱动伽玛过程的随机微分方程转移密度的渐近展开 | Fan Jiang, Xin Zang, Jingping Yang | 2003.06218 | q-fin.CP | 2020-03-16 |
| 跳扩散模型下比特币衍生品定价 | Pablo Olivares | 2002.07117 | q-fin.CP | 2020-02-18 |
| 股票收益预测的超参数优化 | Sang Il Lee | 2001.10278 | q-fin.CP | 2020-01-29 |
| 深度LOB：用于限价订单簿的深度卷积神经网络 | Zihao Zhang, Stefan Zohren, Stephen Roberts | 1808.03668 | q-fin.CP | 2020-01-24 |
| Hilbert变换、频谱滤波器和期权定价 | Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai, Guido Germano | 1706.09755 | q-fin.CP | 2020-01-17 |
| 通过深度学习和注意机制预测隐含波动率微笑曲面 | Shengli Chen, Zili Zhang | 1912.11059 | q-fin.CP | 2019-12-25 |
| 关于随机自动伴随微分和金融模型校准的备注 | Dmitri Goloubentsev, Evgeny Lakshtanov | 1901.04200 | q-fin.CP | 2019-12-11 |
| 定价期权的混合方法的数值稳定性 | Maya Briani, Lucia Caramellino, Giulia Terenzi, Antonino Zanette | 1603.07225 | q-fin.CP | 2019-12-05 |
| 高维度下应用方差缩减于机器学习对定价百慕大/美式期权 | Ludovic Gouden`ege, Andrea Molent, Antonino Zanette | 1903.11275 | q-fin.CP | 2019-12-04 |
| 定价和全局静态对冲容错索赔的神经网络 | Vikranth Lokeshwar, Vikram Bhardawaj, Shashi Jain | 1911.11362 | q-fin.CP | 2019-11-27 |
| 分支粒子定价器与Heston示例 | Michael A. Kouritzin, Anne MacKay | 1907.00219 | q-fin.CP | 2019-11-13 |
| 使用挤压持续时间分析测试二进制调控模型 | Milan Kumar Das and Anindya Goswami | 1807.04393 | q-fin.CP | 2019-10-21 |
| 高斯过程回归用于衍生品投资组合建模和CVA计算应用 | St''ephane Cr''epey and Matthew Dixon | 1901.11081 | q-fin.CP | 2019-10-18 |
| 贝叶斯统计方法在量化期权价格的数值模拟中的应用 | Lisha Lin, Yaqiong Li, Rui Gao, Jianhong Wu | 1910.04075 | q-fin.CP | 2019-10-10 |
| 与不诚实顾问的个人财务决策：一种基于代理人的模型 | Loretta Mastroeni, Maurizio Naldi, Pierluigi Vellucci | 1909.06759 | q-fin.CP | 2019-09-17 |