On the Pricing of American Options under Stochastic Local Volatility and Stochastic Correlation via the RBSDE Framework

A Multi-Venue Solana/DeFi Microstructure Data Corpus: The RED-2400 Family v2

Arati Uday Kamat

Resumo indisponível. Consulte o paper original.

Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Local Volatility Models

Mathias Beiglböck, Manuel Hasenbichler, Gudmund Pammer

Resumo indisponível. Consulte o paper original.

Multiperiod bond portfolio optimization with transaction costs using a Markov Decision process

Balaji Ramachandran, Srikanth Iyer, Shashi Jain

A Generalized Langevin Model of Latent Liquidity and Concave Price Impact

Andrey Itkin

From Intraday Orderbook to Imbalance Price: Understanding Cross-Market Interaction

Runyao Yu, Jochen L. Cremer, Pierre Pinson, Jalal Kazempour, Leo Semmelmann, Takuji Matsumoto, Derek W. Bunn

Resumo indisponível. Consulte o paper original.

Information Games: Strategic Crowding and Firm Repositioning in Language-Model Space

Marcus Gawronsky, Chun-Sung Huang