Climate aware lending allocation under NGFS scenarios - A Monte Carlo approach

Distribution-constrained maximum stopping of maximum type

Shuoqing Deng, Xin Zhang

Resumo indisponível. Consulte o paper original.

Densities for scalar-valued BSDEs via unique continuation and backward uniqueness

Solesne Bourguin, Daniel C. Schwarz

Resumo indisponível. Consulte o paper original.

Negative Oil & Nickel Squeeze: A Feedback Model for Extreme Commodity Futures Prices

Iosif Zimbidis, Ronnie Sircar

Portfolio Choice under General Utility with Transaction Costs and Search Frictions

Tae Ung Gang, Donghan Kim

Resumo indisponível. Consulte o paper original.

Short-term barrier option price expansion

Masaaki Fukasawa

Resumo indisponível. Consulte o paper original.

Certified Alpha Capacity: Statistical Evidence, Economic Lifetime, and Arbitrage under Decay

Nicolò Bonacorsi