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Works matching IS 27696715 AND DT 2024 AND VI 3 AND IP 4

Results: 6

1

Stylized facts in Web3.

Published in:

Frontiers of Mathematical Finance, 2024, v. 3, n. 4, p. 1, doi. 10.3934/fmf.2024021

By:

Silva, A. Christian;
Tung, Shen-Ning;
Chen, Wei-Ru

Publication type:

Article

2

Semi-analytical pricing of options written on SOFR futures.

Published in:

Frontiers of Mathematical Finance, 2024, v. 3, n. 4, p. 1, doi. 10.3934/fmf.2024017

By:

Itkin, Andrey;
Kitapbayev, Yerkin

Publication type:

Article

3

Optimal positioning in derivative securities in incomplete markets.

Published in:

Frontiers of Mathematical Finance, 2024, v. 3, n. 4, p. 1, doi. 10.3934/fmf.2024015

By:

Leung, Tim;
Lorig, Matthew;
Shirai, Yoshihiro

Publication type:

Article

4

Handling model risk with XVAs.

Published in:

Frontiers of Mathematical Finance, 2024, v. 3, n. 4, p. 1, doi. 10.3934/fmf.2024016

By:

Bénézet, Cyril;
Crépey, Stéphane

Publication type:

Article

5

Attractive investment opportunities: The irrationality of being rational.

Published in:

Frontiers of Mathematical Finance, 2024, v. 3, n. 4, p. 1, doi. 10.3934/fmf.2024011

By:

Madan, Dilip B.;
Wang, King

Publication type:

Article

6

An arbitrage driven price dynamics of Automated Market Makers in the presence of fees.

Published in:

Frontiers of Mathematical Finance, 2024, v. 3, n. 4, p. 1, doi. 10.3934/fmf.2024018

By:

Najnudel, Joseph;
Tung, Shen-Ning;
Yamazaki, Kazutoshi;
Yen, Ju-Yi

Publication type:

Article