arXiv 2017-10-16 EN Efficient hedging in Bates model using high-order compact finite differences Düring, Bertram · Pitkin, Alexander
arXiv 2017-10-12 EN Computational Analysis of the structural properties of Economic and Financial Networks Emmert-Streib, Frank · Musa, Aliyu · Baltakys, Kestutis · Kanniainen, Juho +4
arXiv 2017-10-04 EN The Chebyshev method for the implied volatility Glau, Kathrin · Herold, Paul · Madan, Dilip B. · Pötz, Christian
arXiv 2017-10-03 EN Keep It Real: Tail Probabilities of Compound Heavy-Tailed Distributions Halperin, Igor
arXiv 2017-09-12 EN Random walks and market efficiency in Chinese and Indian equity markets Malafeyev, Oleg · Awasthi, Achal · Kambekar, Kaustubh S.
arXiv 2017-08-25 EN Feedback effect between Volatility of capital flows and financial stability: evidence from Democratic Republic of Congo Pinshi, Christian
arXiv 2017-08-16 EN How many paths to simulate correlated Brownian motions? Jacquier, Antoine · Jeannerod, Louis
arXiv 2017-07-23 EN Agent Inspired Trading Using Recurrent Reinforcement Learning and LSTM Neural Networks Lu, David W.
arXiv 2017-07-17 EN Pricing formulae for derivatives in insurance using the Malliavin calculus Hillairet, Caroline · Jiao, Ying · Réveillac, Anthony
arXiv 2017-07-16 EN Forecasting the U.S. Real House Price Index Plakandaras, Vasilios · Gupta, Rangan · Gogas, Periklis · Papadimitriou, Theophilos
arXiv 2017-07-05 EN The Bitcoin price formation: Beyond the fundamental sources Bouoiyour, Jamal · Selmi, Refk
arXiv 2017-07-02 EN Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations Grossinho, Maria do Rosario · Kord, Yaser Faghan · Sevcovic, Daniel
arXiv 2017-06-30 EN A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem Jiang, Zhengyao · Xu, Dixing · Liang, Jinjun
arXiv 2017-06-09 EN Principal-Agent Problem with Common Agency without Communication Mastrolia, Thibaut · Ren, Zhenjie
arXiv 2017-06-01 EN Fast calibration of the Libor Market Model with Stochastic Volatility and Displaced Diffusion Devineau, Laurent · Arrouy, Pierre-Edouard · Bonnefoy, Paul · Boumezoued, Alexandre
