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Economics, Econometrics and Finance
Economics, Econometrics and Finance 论文解读
Economics, Econometrics and Finance 领域重要论文的 AI 解读列表,按研究动机、方法与结果结构化呈现。
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4,392 results
An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model
Takashi Kato, Akihiko Takahashi, +1
arXiv (Cornell University)
|
2013
|
7 citations
An Optimal Distributionally Robust Auction
Alex Suzdaltsev
arXiv (Cornell University)
|
2020
|
7 citations
Analysis of delay correlation matrices
K. B. K. Mayya, R. E. Amritkar
ArXiv.org
|
2006
|
7 citations
Applications of time-delayed backward stochastic differential equations to pricing, hedging and management of insurance and financial risks
Łukasz Delong
arXiv (Cornell University)
|
2010
|
7 citations
Approximation of Stochastic Volterra Equations with kernels of completely monotone type
Aurélien Alfonsi, Ahmed Kebaier
arXiv (Cornell University)
|
2021
|
7 citations
Arbitrage free cointegrated models in gas and oil future markets
Grégory Benmenzer, Emmanuel Gobet, +1
ArXiv.org
|
2007
|
7 citations
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Brian Ning, Sebastian Jaimungal, +2
arXiv (Cornell University)
|
2021
|
7 citations
Are Trump and Bitcoin Good Partners?
Jamal Bouoiyour, Refk Selmi
arXiv (Cornell University)
|
2017
|
7 citations
Augmenting Adjusted Plus-Minus in Soccer with FIFA Ratings
Francesca Matano, Lee Richardson, +3
arXiv (Cornell University)
|
2018
|
7 citations
Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning
Wonsup Shin, Seok-Jun Bu, +1
arXiv (Cornell University)
|
2019
|
7 citations
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