| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 多项式期限结构模型 | Si Cheng and Michael R. Tehranchi | 1504.03238 | q-fin.MF | 2020-12-24 |
| 关于波动率掉期执行价与零Vanna隐含波动率之间的差异 | Elisa Alos, Frido Rolloos, Kenichiro Shiraya | 1912.05383 | q-fin.MF | 2020-12-22 |
| 具有比例交易成本的市场模型中的资产价格泡沫 | Francesca Biagini, Thomas Reitsam | 1911.10149 | q-fin.MF | 2020-12-09 |
| 一维扩散中的漂移变化 | Sascha Desmettre, Gunther Leobacher, L.C.G. Rogers | 1910.11904 | q-fin.MF | 2020-12-08 |
| 用Malliavin微积分对随机Verhulst波动率模型的期权价格进行显式近似 | Kaustav Das and Nicolas Langren''e | 2006.01542 | q-fin.MF | 2020-12-02 |
| 广义双重选择理论下的最优回报 | Xue Dong He and Zhaoli Jiang | 2012.00345 | q-fin.MF | 2020-12-02 |
| 连续时间均值-方差-效用组合问题及其平衡策略 | Ben-Zhang Yang, Xin-Jiang He, Song-Ping Zhu | 2005.06782 | q-fin.MF | 2020-11-30 |
| 再保险基金回报的流动性价格 | David Saunders, Luis Seco, Markus Senn | 2011.13268 | q-fin.MF | 2020-11-30 |
| 巴恩多夫-尼尔森和谢帕德模型中的多资产广义方差互换 | Subhojit Biswas, Diganta Mukherjee and Indranil SenGupta | 2011.13474 | q-fin.MF | 2020-11-30 |
| 长寿债券的状态空间瓦西塞克模型 | Georgina Onuma Kalu, Chinemerem Dennis Ikpe, Benjamin Ifeanyichukwu Oruh, Samuel Asante Gyamerah | 2011.12753 | q-fin.MF | 2020-11-26 |
| 离散时间多期均值方差模型：贝尔曼类型策略和实证分析 | Shuzhen Yang | 2011.10966 | q-fin.MF | 2020-11-24 |
| 完全市场中考虑因子动态的期权定价 | Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi and Svetlozar T. Rachev | 2011.08343 | q-fin.MF | 2020-11-18 |
| 普遍滤波及其在二项式资产定价模型中的应用 | Takanori Adachi, Katsushi Nakajima, Yoshihiro Ryu | 2011.08531 | q-fin.MF | 2020-11-18 |
| 电力市场中天气和价格风险的静态对冲 | Javier Pantoja Robayo (1), Juan C. Vera (2) ((1) School of Economics and Finance, Universidad EAFIT. Medellin, Colombia. (2) Tilburg School of Economics and Management, Tilburg University, The Netherlands) | 2011.08620 | q-fin.MF | 2020-11-18 |
| 相关布朗运动的常见分解及其金融应用 | Tianyao Chen, Xue Cheng, Jingping Yang | 1907.03295 | q-fin.MF | 2020-11-10 |
| 多因素粗糙波动模型中的波动率衍生品渐近性 | Chloe Lacombe, Aitor Muguruza and Henry Stone | 1903.02833 | q-fin.MF | 2020-11-03 |
| 延迟跳跃模型——期权定价和对数欧拉-马鲁雅马方案 | Nishant Agrawal and Yaozhong Hu | 2010.04287 | q-fin.MF | 2020-10-28 |
| 危机可预测吗？货币和股市中的早期预警系统评述 | Peiwan Wang and Lu Zong | 2010.10132 | q-fin.MF | 2020-10-21 |
| 具有不同交易信号的最优交易 | Ryan Donnelly and Matthew Lorig | 2006.13585 | q-fin.MF | 2020-10-13 |
| 分层主成分分析与建模资产相关性 | Marco Avellaneda and Juan Andr''es Serur | 2010.04140 | q-fin.MF | 2020-10-09 |
| 个体调控限制下的团队凝聚力 | Delia Coculescu and Freddy Delbaen | 2010.01428 | q-fin.MF | 2020-10-06 |
| 在多重先验框架下，效用漠视价格向超复制价格的收敛 | Romain Blanchard, Laurence Carassus | 1709.09465 | q-fin.MF | 2020-10-05 |
| 具有二次交易成本的超级复制中内幕信息的价值 | Yan Dolinsky and Jonathan Zouari | 1910.09855 | q-fin.MF | 2020-10-01 |
| 具有负基础价格的期货合约的实际期权估值 | Anatoliy Swishchuk, Ana Roldan-Contreras, Elham Soufiani, Guillermo Martinez, Mohsen Seifi, Nishant Agrawal, and Yao Yao | 2009.12350 | q-fin.MF | 2020-09-28 |
| 多重均值回归交易 | E. Boguslavskaya and M. Boguslavsky and D.Muravey | 2009.09816 | q-fin.MF | 2020-09-22 |