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文献汇总
[1] Proof of non convergence of the short maturity expansion for the SABR model
SABR模型短成熟度展开非收敛性的证明
[2] Bitcoin option pricing
比特币期权定价
[3] Robustness and sensitivity analyses for rough Volterra stochastic volatility models
粗糙Volterra随机波动模型的鲁棒性和敏感性分析
[4] They Chose to Not Tell You
他们选择不告诉你
[5] Dhaka Water logging
达卡水涝
[6] Income Inequality and Intergenerational Mobility in India
印度的收入不平等与代际流动
[7] Information Foraging in the Attention Economy
注意力经济中的信息搜寻
[8] Quasi sure essential supremum and applications to finance
拟必然上确界及其在金融中的应用
[9] LOB modeling using Hawkes processes with a state dependent factor
基于状态相关因子的Hawkes过程LOB建模
[10] No free lunch for markets with multiple num raires
有多个餐厅的市场没有免费午餐
[11] Mortality in Germany during the Covid 19 pandemic
Covid 19大流行期间德国的死亡率
[12] Constant Function Market Makers
固定功能做市商
[13] Inferring Economic Condition Uncertainty from Electricity Big Data
从电力大数据推断经济条件的不确定性
[14] Inverse Options in a Black Scholes World
Black-Scholes世界中的逆期权
[15] Rohingya Refugee Crisis and the State of Insecurity in Bangladesh
罗兴亚难民危机与孟加拉国的不安全状况
[16] Liquidity Provision with Adverse Selection and Inventory Costs
具有逆向选择和库存成本的流动性准备
[17] Peace through bribing
通过贿赂实现和平
[18] Effect of the COVID 19 pandemic on bike sharing demand and hire time
covid19流行对自行车共用需求和租用时间的影响
[19] Reflected backward stochastic differential equations under stopping with an arbitrary random time
任意随机时间停止下的倒向随机微分方程
[20] Trade When Opportunity Comes
机会来临时交易
[21] A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk
当地公认会计准则和偿付能力II框架之间的桥梁，用于量化人口风险的资本要求
[22] Economic Recession Prediction Using Deep Neural Network
基于深度神经网络的经济衰退预测
[23] COVID 19 and the gig economy in Poland
covid19与波兰的gig经济
[24] Reference Class Selection in Similarity Based Forecasting of Sales Growth
基于相似性的销售增长预测中的参考类选择
[25] Where do I rank Am I happy
我的幸福在哪里
[26] Margin Trading, Short Selling and Corporate Green Innovation
融资融券与企业绿色创新
[27] Dealing with Uncertainty
处理不确定性
[28] Deep equal risk pricing of financial derivatives with non translation invariant risk measures
具有非转换不变风险测度的金融衍生产品的深度等风险定价
[29] Optimum Risk Portfolio and Eigen Portfolio
最优风险投资组合与特征投资组合
[30] Graph Based Learning for Stock Movement Prediction with Textual and Relational Data
基于图的文本和关系数据股票走势预测学习
[31] Stability of backward stochastic differential equations
倒向随机微分方程的稳定性
[32] LocalGLMnet
本地GLMNET
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