arxiv量化文献 20210226-20210228
[1] Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein Uhlenbeck Model
多尺度中心趋势Ornstein-Uhlenbeck模型下的最优动态期货组合
[2] Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments
多重对冲金融衍生工具的深度等风险定价
[3] Incorporating Financial Big Data in Small Portfolio Risk Analysis
金融大数据在小资产组合风险分析中的应用
[4] The Stochastic Balance Equation for the American Option Value Function and its Gradient
美式期权价值函数的随机平衡方程及其梯度
[5] Vector quantile regression and optimal transport, from theory to numerics
向量分位数回归与最优传输,从理论到数值
[6] Matching with Trade offs
与权衡相匹配
[7] Deep Stochastic Volatility Model
深度随机波动模型
[8] Social Welfare Maximization and Conformism via Information Design in Linear Quadratic Gaussian Games
基于线性二次高斯博弈信息设计的社会福利最大化与一致性
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