Works matching IS 09601627 AND DT 2025 AND VI 35 AND IP 1

Results: 8

Systemic risk in markets with multiple central counterparties.

Published in:

Mathematical Finance, 2025, v. 35, n. 1, p. 214, doi. 10.1111/mafi.12446

By:

Veraart, Luitgard Anna Maria;
Aldasoro, Iñaki

Publication type:

Article

Designing stablecoins.

Published in:

Mathematical Finance, 2025, v. 35, n. 1, p. 263, doi. 10.1111/mafi.12445

By:

Cao, Yizhou;
Dai, Min;
Kou, Steven;
Li, Lewei;
Yang, Chen

Publication type:

Article

Dynamic equilibrium with insider information and general uninformed agent utility.

Published in:

Mathematical Finance, 2025, v. 35, n. 1, p. 111, doi. 10.1111/mafi.12444

By:

Detemple, Jerome;
Robertson, Scott

Publication type:

Article

Detecting asset price bubbles using deep learning.

Published in:

Mathematical Finance, 2025, v. 35, n. 1, p. 74, doi. 10.1111/mafi.12443

By:

Biagini, Francesca;
Gonon, Lukas;
Mazzon, Andrea;
Meyer‐Brandis, Thilo

Publication type:

Article

Joint calibration to SPX and VIX options with signature‐based models.

Published in:

Mathematical Finance, 2025, v. 35, n. 1, p. 161, doi. 10.1111/mafi.12442

By:

Cuchiero, Christa;
Gazzani, Guido;
Möller, Janka;
Svaluto‐Ferro, Sara

Publication type:

Article

Corporate debt value under transition scenario uncertainty.

Published in:

Mathematical Finance, 2025, v. 35, n. 1, p. 40, doi. 10.1111/mafi.12441

By:

Le Guenedal, Theo;
Tankov, Peter

Publication type:

Article

Long‐term risk with stochastic interest rates.

Published in:

Mathematical Finance, 2025, v. 35, n. 1, p. 3, doi. 10.1111/mafi.12440

By:

Severino, Federico

Publication type:

Article

Issue Information.

Published in:: Mathematical Finance, 2025, v. 35, n. 1, p. 1, doi. 10.1111/mafi.12436
Publication type:: Article