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Works matching IS 27696715 AND DT 2023 AND VI 2 AND IP 4

Results: 5

1

A STOCHASTIC GRADIENT DESCENT ALGORITHM TO MAXIMIZE POWER UTILITY OF LARGE CREDIT PORTFOLIOS UNDER MARSHALL{OLKIN DEPENDENCE.

Published in:

Frontiers of Mathematical Finance, 2023, v. 2, n. 4, p. 522, doi. 10.3934/fmf.2023020

By:

MAI, JAN-FREDERIK;
BLAGOEVA, ALEKSANDRA;
SCHERER, MATTHIAS

Publication type:

Article

2

BACKTESTABILITY AND THE RIDGE BACKTEST.

Published in:

Frontiers of Mathematical Finance, 2023, v. 2, n. 4, p. 497, doi. 10.3934/fmf.2023019

By:

ACERBI, CARLO;
SZÉKELY, BALÁZS

Publication type:

Article

3

DISTRIBUTED ENERGY RESOURCES FLEXIBILITY AS VOLUMETRIC OPTIONS ON ELECTRICITY.

Published in:

Frontiers of Mathematical Finance, 2023, v. 2, n. 4, p. 478, doi. 10.3934/fmf.2023018

By:

GEMAN, HELYETTE;
YUANYE MA

Publication type:

Article

4

RISK MEASURES UNDER MODEL UNCERTAINTY: A BAYESIAN VIEWPOINT.

Published in:

Frontiers of Mathematical Finance, 2023, v. 2, n. 4, p. 438, doi. 10.3934/fmf.2023017

By:

CUCHIERO, CHRISTA;
GAZZANI, GUIDO;
KLEIN, IRENE

Publication type:

Article

5

FINANCIAL ACTIVITY TIME.

Published in:

Frontiers of Mathematical Finance, 2023, v. 2, n. 4, p. 416, doi. 10.3934/fmf.2023016

By:

MADAN, DILIP B.;
KING WANG

Publication type:

Article