| 中文标题 | 作者 | 论文ID | 分类简称 | 发布时间 |
|---|---|---|---|---|
| 波动伽玛模型的期权定价：一种新的视角 | Yuanda Chen, Zailei Cheng, Haixu Wang | 2306.10659 | q-fin.MF | 2023-06-21 |
| 缺口系统风险度量是否是一维的？ | Alessandro Doldi, Marco Frittelli and Emanuela Rosazza Gianin | 2306.10752 | q-fin.MF | 2023-06-21 |
| 集体套利与合作的价值 | Francesca Biagini, Alessandro Doldi, Jean-Pierre Fouque, Marco Frittelli and Thilo Meyer-Brandis | 2306.11599 | q-fin.MF | 2023-06-21 |
| 具有交易成本的现代共生基金 | Lin He, Zongxia Liang, Sheng Wang | 2209.09709 | q-fin.MF | 2023-06-16 |
| 具有交易成本的多智能体目标交易均衡 | Jin Hyuk Choi, Jetlir Duraj, Kim Weston | 2306.08519 | q-fin.MF | 2023-06-16 |
| 巴舍利耶的ESG资产定价市场模型 | Svetlozar Rachev, Nancy Asare Nyarko, Blessing Omotade, and Peter Yegon | 2306.04158 | q-fin.MF | 2023-06-08 |
| 带有过度传染的默认系统 | Delia Coculescu and Gabriele Visentin | 1709.09255 | q-fin.MF | 2023-06-01 |
| Bayesian MS-VAR 过程下的期权定价 | Battulga Gankhuu | 2109.05998 | q-fin.MF | 2023-06-01 |
| 贝叶斯MS-VAR过程下的彩虹期权 | Battulga Gankhuu | 2112.10447 | q-fin.MF | 2023-06-01 |
| 坚固的均值-方差投资组合选择平衡策略 | Mengge Li, Shuaijie Qian and Chao Zhou | 2305.07166 | q-fin.MF | 2023-05-26 |
| 在一般约束条件下，带有Epstein-Zin效用的最优消费和组合选择 | Zixin Feng and Dejian Tian | 2111.09032 | q-fin.MF | 2023-05-25 |
| 关于设置互换参数的简短说明 | Nihar Shah, Lucas Baker, Suraj Srinivasan, Alex Toberoff | 2305.10624 | q-fin.MF | 2023-05-19 |
| 连续轨道价格过程下考虑比例交易成本的鲁棒效用最大化 | Christoph Czichowsky, Raphael Huwyler | 2211.00532 | q-fin.MF | 2023-05-15 |
| 模型信用周期的统一框架：基于马歇尔-瓦尔拉斯价格形成过程及系统风险评估 | Kamil Fortuna, Janusz Szwabi''nski | 2305.06337 | q-fin.MF | 2023-05-11 |
| 两家再保险公司间的最优再保险策略与价格竞争 | Liyuan Lin and Fangda Liu and Jingzhen Liu abd Luyang Yu | 2305.00509 | q-fin.MF | 2023-05-02 |
| 顺序分解的极限 | Gero Junike, Hauke Stier, Marcus C. Christiansen | 2212.06733 | q-fin.MF | 2023-04-04 |
| 使用偏斜随机行走定价树进行期权定价 | Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi | 2303.17014 | q-fin.MF | 2023-03-31 |
| 多重分数期权定价公式 | Axel A. Araneda | 2303.16314 | q-fin.MF | 2023-03-30 |
| 逆Black-Scholes问题在Radon测度空间中的重新考虑：朝着一种新的市场不确定性度量 | Nizar Riane | 2303.16773 | q-fin.MF | 2023-03-30 |
| 皮特曼定理、Black-Scholes方程和筹款衍生品定价 | Yukihiro Tsuzuki | 2303.13956 | q-fin.MF | 2023-03-27 |
| 两因子Vasicek模型中的状态空间分解与期限结构形状分类 | Martin Keller-Ressel, Felix Sachse | 2303.13966 | q-fin.MF | 2023-03-27 |
| 分期投资成本平均法回报估计 | Hayden Brown | 2112.09807 | q-fin.MF | 2023-03-21 |
| 几何平均市场制造商中无模型对抗暂时损失 | Masaaki Fukasawa, Basile Maire, and Marcus Wunsch | 2303.11118 | q-fin.MF | 2023-03-21 |
| 配额分摊模型中以相位类型分布的索赔的破产概率 | Krzysztof Burnecki, Zbigniew Palmowski, Marek Teuerle and Aleksandra Wilkowska | 2303.07705 | q-fin.MF | 2023-03-15 |
| 流动性提供者的希腊字母和短暂收益 | Niccol`o Bardoscia, Alessandro Nodari | 2302.11942 | q-fin.MF | 2023-03-13 |