2609.28863R·q-fin.MFNOVO25 de set. de 2026Affine Pricing Models from Group Quantization and Holonomy Santiago Garcia
2609.27107R·math.PRNOVO24 de set. de 2026Local Weak Limits for Equilibrium and Risk in Economic Networks Hamed Amini, Zhecheng WuResumo indisponível. Consulte o paper original.
2609.27113R·q-fin.PMNOVO24 de set. de 2026Active Portfolio Management in Concentrated Equity Markets Brian Ceco, Xiaofei Shi, Ting-Kam Leonard Wong
2609.27138R·q-fin.MFNOVO24 de set. de 2026Surface-Driven Stochastic Volatility for Commodity Options: Identification of Stochastic Vol-of-Vol and Leverage from Smile Dynamics Arthur Steve Tchoneteck, Tingjia Zhang, Frederi Viens
2609.26606R·q-fin.MFNOVO23 de set. de 2026Liquidity Provision and Rebate Design in Option Markets Samuel N. Cohen, Lyndon Drake, Zihan Guo, Christoph Reisinger
2609.26349R·q-fin.MFNOVO23 de set. de 2026Optimal Investment and Consumption in Financial Markets with Integrated Variance Clocks Eduardo Abi Jaber, Florian Gutekunst, Martin Herdegen, David Hobson