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Economics, Econometrics and Finance
Economics, Econometrics and Finance 논문 리뷰
Economics, Econometrics and Finance 분야 주요 연구 논문을 연구 동기·방법·결과로 구조화한 AI 논문 리뷰 목록입니다.
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필터
4,392개의 결과
ADI finite difference schemes for the Heston-Hull-White PDE
Tinne Haentjens, Karel J. in ’t Hout
arXiv (Cornell University)
|
2011
|
10 회 인용
Affine Diffusion Processes: Theory and Applications
Damir Filipović, Eberhard Mayerhofer
ArXiv.org
|
2009
|
10 회 인용
An Illustrated Guide of the Modern Approaches of Hamilton-Jacobi Equations and Control Problems with Discontinuities
Guy Barles, Emmanuel Chasseigne
arXiv (Cornell University)
|
2018
|
10 회 인용
An SPDE Model for Systemic Risk with Endogenous Contagion
Ben Hambly, Andreas Søjmark
arXiv (Cornell University)
|
2018
|
10 회 인용
Application of the Direct Combined Approach to Expansion of Double Stratonovich Stochastic Integrals
Dmitriy F. Kuznetsov
arXiv (Cornell University)
|
2018
|
10 회 인용
Approximations of Mckean-Vlasov SDEs with Irregular Coefficients
Jianhai Bao, Xing Huang
arXiv (Cornell University)
|
2019
|
10 회 인용
Asymptotic independence and support detection techniques for heavy-tailed multivariate data
Jaakko Lehtomaa, Sidney I. Resnick
arXiv (Cornell University)
|
2019
|
10 회 인용
Bias correction for estimators of the extremal index
Holger Drees
arXiv (Cornell University)
|
2011
|
10 회 인용
BSE: A Minimal Simulation of a Limit-Order-Book Stock Exchange
Dave Cliff
arXiv (Cornell University)
|
2018
|
10 회 인용
CMB, Quantum Fluctuations and the Predictive Power of Inflation
Viatcheslav Mukhanov
arXiv (Cornell University)
|
2003
|
10 회 인용
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