cicyt UNIZAR

Mathematical Finance

Authors and titles for recent submissions

[ total of 7 entries: 1-7 ]
[ showing up to 25 entries per page: fewer | more ]

Fri, 16 Mar 2018

[1]  arXiv:1803.05831 [pdf, other]
Title: Technical Uncertainty in Real Options with Learning
Comments: Originally posted Oct 6 2014 on SSRN at this http URL
Subjects: Mathematical Finance (q-fin.MF)

Thu, 15 Mar 2018

[2]  arXiv:1803.05075 [pdf, other]
Title: Stock Price Prediction using Principle Components
Comments: 28 Pages, 10 figures
Subjects: Mathematical Finance (q-fin.MF)

Wed, 14 Mar 2018

[3]  arXiv:1803.04483 [pdf, other]
Title: Pathwise moderate deviations for option pricing
Subjects: Mathematical Finance (q-fin.MF); Probability (math.PR); Pricing of Securities (q-fin.PR)

Tue, 13 Mar 2018

[4]  arXiv:1803.04213 [pdf, ps, other]
Title: Robust utility maximization in markets with transaction costs
Subjects: Mathematical Finance (q-fin.MF)
[5]  arXiv:1803.04094 [pdf, other]
Title: Algorithmic Trading with Partial Information: A Mean Field Game Approach
Comments: 39 pages, 1 figure
Subjects: Mathematical Finance (q-fin.MF); Probability (math.PR); Statistical Finance (q-fin.ST); Trading and Market Microstructure (q-fin.TR)
[6]  arXiv:1803.03941 [pdf, other]
Title: Calibration of Local Volatility Model with Stochastic Interest Rates by Efficient Numerical PDE Method
Subjects: Mathematical Finance (q-fin.MF)

Thu, 8 Mar 2018

[7]  arXiv:1803.02546 [pdf, ps, other]
Title: Quantile optimization under derivative constraint
Authors: Zuo Quan Xu
Subjects: Mathematical Finance (q-fin.MF)
[ total of 7 entries: 1-7 ]
[ showing up to 25 entries per page: fewer | more ]

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