Skip to main content
Nubint
智能体
资源
价格方案
关于我们
ZH
Home
论文解读
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。
全部
Computer Science
Mathematics
Physics and Astronomy
Engineering
Materials Science
Chemistry
Chemical Engineering
Earth and Planetary Sciences
Environmental Science
Energy
Biochemistry, Genetics and Molecular Biology
Neuroscience
Immunology and Microbiology
Agricultural and Biological Sciences
Medicine
Pharmacology, Toxicology and Pharmaceutics
Health Professions
Economics, Econometrics and Finance
Business, Management and Accounting
Decision Sciences
Social Sciences
Psychology
Arts and Humanities
Filter
4,392 results
A general maximum principle for mean-field stochastic differential equations with jump processes
Mokhtar Hafayed, Syed Abbas
arXiv (Cornell University)
|
2013
|
10 citations
A GMM approach to estimate the roughness of stochastic volatility
Anine E. Bolko, Kim Christensen, +2
arXiv (Cornell University)
|
2020
|
10 citations
A horse racing between the block maxima method and the peak-over-threshold approach
Axel Bücher, Chen Zhou
arXiv (Cornell University)
|
2018
|
10 citations
A multilevel Monte Carlo method for a class of McKean-Vlasov processes
Lee Ricketson
arXiv (Cornell University)
|
2015
|
10 citations
A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension
Ying Hu, Pierre-Yves Madec, +1
arXiv (Cornell University)
|
2014
|
10 citations
A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
Michael Caruana, Peter K. Friz, +1
arXiv (Cornell University)
|
2009
|
10 citations
A step-by-step guide to design, implement, and analyze a discrete choice experiment
Daniel Pérez-Troncoso
arXiv (Cornell University)
|
2020
|
10 citations
A time-fractional mean field game
Fabio Camilli, Raul De Maio
arXiv (Cornell University)
|
2017
|
10 citations
A unified formulation of Gaussian vs. sparse stochastic processes - Part II: Discrete-domain theory
Michaël Unser, Pouya D. Tafti, +2
arXiv (Cornell University)
|
2011
|
10 citations
Adaptive Robust Large Volatility Matrix Estimation Based on High-Frequency Financial Data
Minseok Shin, Donggyu Kim, +1
arXiv (Cornell University)
|
2021
|
10 citations
96
97
98
99
100