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Economics, Econometrics and Finance
Economics, Econometrics and Finance 論文レビュー
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4,392 results
Bayesian Tabulation Audits: Explained and Extended
Ronald L. Rivest
arXiv (Cornell University)
|
2018
|
6 citations
Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion
Prakasa Rao
arXiv (Cornell University)
|
2019
|
6 citations
Better than DFA? A Bayesian Method for Estimating the Hurst Exponent in Behavioral Sciences
Aaron D. Likens, Madhur Mangalam, +3
arXiv (Cornell University)
|
2023
|
6 citations
Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
Panpan Ren, Feng‐Yu Wang
arXiv (Cornell University)
|
2018
|
6 citations
Black-Scholes equation from Gauge Theory of Arbitrage
Kirill Ilinski, Gleb Kalinin
arXiv (Cornell University)
|
1997
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6 citations
Brownian motion and the parabolicity of minimal graphs
Robert W. Neel
ArXiv.org
|
2008
|
6 citations
BSDEs with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations. Part II: Decoupled mild solutions and Examples
Adrien Barrasso, Francesco Russo
arXiv (Cornell University)
|
2017
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6 citations
Calculating the Funding Valuation Adjustment (FVA) of Value-at-Risk (VAR) based Initial Margin
Andrew Green, Chris Kenyon
arXiv (Cornell University)
|
2014
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6 citations
Capital and Labor Income Pareto Exponents in the United States, 1916-2019
Ji Hyung Lee, Yuya Sasaki, +2
arXiv (Cornell University)
|
2022
|
6 citations
Central Clearing Valuation Adjustment
Yannick Armenti, Stéphane Crépey
RePEc: Research Papers in Economics
|
2015
|
6 citations
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