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

Short-term barrier option price expansion

Masaaki Fukasawa

Resumo indisponível. Consulte o paper original.

Distribution-constrained maximum stopping of maximum type

Shuoqing Deng, Xin Zhang

Resumo indisponível. Consulte o paper original.

Basket implied volatility skew and stickiness

Masaaki Fukasawa, Jun Maeda, Tatsuya Ogiwara

Resumo indisponível. Consulte o paper original.

Global Structure and Local Specifications in Sublinear Valuation

Jongjin Park, David Criens, Hyungbin Park

Resumo indisponível. Consulte o paper original.

When Hedging Changes the Payoff: Option Replication with Price Impact and Execution Costs

David Itkin, Leandro Sánchez-Betancourt

Local Weak Limits for Equilibrium and Risk in Economic Networks

Hamed Amini, Zhecheng Wu

Resumo indisponível. Consulte o paper original.