Editorial: Special Issue for the 11th World Congress of the Bachelier Finance Society.
- Published in:
- 2024
- By:
- Publication type:
- Proceeding
Works matching IS 09601627 AND DT 2024 AND VI 34 AND IP 1
Results: 7
1
2
Nonlocality, nonlinearity, and time inconsistency in stochastic differential games.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 1, p. 190, doi. 10.1111/mafi.12420
- By:
- Publication type:
- Article
3
Term structure modeling with overnight rates beyond stochastic continuity.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 1, p. 151, doi. 10.1111/mafi.12415
- By:
- Publication type:
- Article
4
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 1, p. 90, doi. 10.1111/mafi.12405
- By:
- Publication type:
- Article
5
Issue Information.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 1, p. 1, doi. 10.1111/mafi.12397
- Publication type:
- Article
6
Effective algorithms for optimal portfolio deleveraging problem with cross impact.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 1, p. 36, doi. 10.1111/mafi.12383
- By:
- Publication type:
- Article
7
A general approximation method for optimal stopping and random delay.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 1, p. 5, doi. 10.1111/mafi.12380
- By:
- Publication type:
- Article