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Economics, Econometrics and Finance
Economics, Econometrics and Finance 論文レビュー
Economics, Econometrics and Finance 分野の主要論文を動機・手法・結果に構造化した AI 論文レビュー一覧です。
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4,392 results
Robust Hedging and Martingale Optimal Transport in Continuous Time
Yan Dolinsky, H. Meté Soner
arXiv (Cornell University)
|
2012
|
22 citations
Scaling transformation and probability distributions for financial time series
Brachet, Marc-Etienne, Taflin, Erik, +1
arXiv (Cornell University)
|
1999
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22 citations
Second-order BSDEs with general reflection and game options under uncertainty
Anis Matoussi, Lambert Piozin, +1
arXiv (Cornell University)
|
2012
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22 citations
Singular stochastic PDEs
Martin Hairer
arXiv (Cornell University)
|
2014
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22 citations
Solving Cooperative Reliability Games
Yoram Bachrach, Reshef Meir, +2
arXiv (Cornell University)
|
2012
|
22 citations
Strong existence and uniqueness for stochastic differential equation with H{ö}lder drift and degenerate noise
Paul-Éric Chaudru de Raynal
arXiv (Cornell University)
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2012
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22 citations
Take a Look Around: Using Street View and Satellite Images to Estimate House Prices
Stephen Law, Brooks Paige, +1
arXiv (Cornell University)
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2018
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22 citations
The Network Topology of the Interbank Market
Michael Boss, Helmut Elsinger, +2
arXiv (Cornell University)
|
2003
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22 citations
The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem
Jim Gatheral, Paul Jusselin, +1
arXiv (Cornell University)
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2020
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22 citations
A Compact Mathematical Model of the World System Economic and Demographic Growth, 1 CE - 1973 CE
Andrey Korotayev, Artemy Malkov
arXiv (Cornell University)
|
2012
|
21 citations
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