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Optimal stopping via randomized neural networks.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2023022
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- Article
On the universality of the volatility formation process: When machine learning and rough volatility agree.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2024002
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- Article
Filtration reduction and incomplete markets.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2024001
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- Article
Extreme measures in continuous time Conic Finance.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2023021
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- Article
A default system with overspilling contagion.
- Published in:
- Frontiers of Mathematical Finance, 2024, v. 3, n. 1, p. 1, doi. 10.3934/fmf.2024003
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- Article