发帖
雷达卡
wx“量化前沿速递”
文献汇总
[1] Robust control problems of BSDEs coupled with value functions
带值函数的BSDEs的鲁棒控制问题
[2] An intelligent algorithmic trading based on a risk return reinforcement learning algorithm
基于风险收益强化学习算法的智能算法交易
[3] Exploring Price Accuracy on Uniswap V3 in Times of Distress
在困境中探索Uniswap V3的价格准确性
[4] Stability of the Epstein Zin problem
Epstein-Zin问题的稳定性
[5] Fair pricing and hedging under small perturbations of the num raire on a finite probability
space
有限概率空间上num raire小扰动下的公平定价和套期保值
[6] Transfer Ranking in Finance
金融领域的转移排名
[7] Valuation of general GMWB annuities in a low interest rate environment
低利率环境下一般GMWB年金的估值
[8] Comparing and quantifying tail dependence
比较和量化尾部相关性
[9] A simple learning agent interacting with an agent based market model
与基于agent的市场模型交互的简单学习agent
[10] Do diverse and inclusive workplaces benefit investors An Empirical Analysis on Europe
and the United States
多元化和包容性的工作场所是否有利于投资者：对欧洲和美国的实证分析
[11] Non regular McKean Vlasov equations and calibration problem in local stochastic
volatility models
局部随机波动模型中的非正则McKean-Vlasov方程和校准问题
[12] Integrated modelling approaches for sustainable agri economic growth and
environmental improvement
可持续农业经济增长和环境改善的综合建模方法
[13] Vine Copula based portfolio level conditional risk measure forecasting
基于Vine-Copula的投资组合水平条件风险度量预测
[14] The Interactions of Social Norms about Climate Change
气候变化社会规范的相互作用
[15] Non Stationary Dynamic Pricing Via Actor Critic Information Directed Pricing
基于行动者-批评家信息导向定价的非平稳动态定价
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