Works matching IS 09601627 AND DT 2025 AND VI 35 AND IP 2

Results: 8

The fundamental theorem of asset pricing with and without transaction costs.

Published in:

Mathematical Finance, 2025, v. 35, n. 2, p. 567, doi. 10.1111/mafi.12453

By:

Kühn, Christoph

Publication type:

Article

Measure‐valued processes for energy markets.

Published in:

Mathematical Finance, 2025, v. 35, n. 2, p. 520, doi. 10.1111/mafi.12452

By:

Cuchiero, Christa;
Di Persio, Luca;
Guida, Francesco;
Svaluto‐Ferro, Sara

Publication type:

Article

Joint SPX & VIX calibration with Gaussian polynomial volatility models: Deep pricing with quantization hints.

Published in:

Mathematical Finance, 2025, v. 35, n. 2, p. 470, doi. 10.1111/mafi.12451

By:

Abi Jaber, Eduardo;
Illand, Camille;
Li, Shaun

Publication type:

Article

Neural optimal stopping boundary.

Published in:

Mathematical Finance, 2025, v. 35, n. 2, p. 441, doi. 10.1111/mafi.12450

By:

Reppen, Andres Max;
Soner, Halil Mete;
Tissot‐Daguette, Valentin

Publication type:

Article

Tackling nonlinear price impact with linear strategies.

Published in:

Mathematical Finance, 2025, v. 35, n. 2, p. 422, doi. 10.1111/mafi.12449

By:

Brokmann, Xavier;
Itkin, David;
Muhle‐Karbe, Johannes;
Schmidt, Peter

Publication type:

Article

Golden parachutes under the threat of accidents.

Published in:

Mathematical Finance, 2025, v. 35, n. 2, p. 337, doi. 10.1111/mafi.12448

By:

Possamaï, Dylan;
Rossato, Chiara

Publication type:

Article

Do investors gain by selling the tails of return distributions?

Published in:

Mathematical Finance, 2025, v. 35, n. 2, p. 297, doi. 10.1111/mafi.12447

By:

Bakshi, Gurdip;
Crosby, John;
Gao, Xiaohui

Publication type:

Article

Issue Information.

Published in:: Mathematical Finance, 2025, v. 35, n. 2, p. 295, doi. 10.1111/mafi.12437
Publication type:: Article