Home
Research Trends
Papers list
Open Access Journals
All Journals
Search in Journals
Contact us
Sign Up
Login
Frontiers of Mathematical Finance
Title
Publication Date
Language
Citations
A rough SABR formula
2022/01/01
6
Convergence of deep fictitious play for stochastic differential games
2022/01/01
6
Term rates, multicurve term structures and overnight rate benchmarks: A roll–over risk approach
2023/01/01
4
Making no-arbitrage discounting-invariant: A new FTAP version beyond NFLVR and NUPBR
2022/01/01
3
Quadratic variation, models, applications and lessons
2022/01/01
3
Option pricing generators
2023/01/01
2
Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model
2022/01/01
2
Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit
2022/01/01
2
Positive XVAs
2022/01/01
2
Approximation with independent Variables
2023/01/01
2
High dimensional Markovian trading of a single stock
2022/01/01
2
Optimal stopping contract for Public Private Partnerships under moral hazard
2022/01/01
2
A characterisation of cross-impact kernels
2022/01/01
2
Optimal stopping via randomized neural networks
2024/01/01
1
Acceptability maximization
2022/01/01
1
Pricing autocallables under local-stochastic volatility
2022/01/01
1
Data-driven nonparametric robust control under dependence uncertainty
2023/01/01
1
Multilayer heat equations: Application to finance
2022/01/01
1
Asset price bubbles: Invariance theorems
2022/01/01
1
On asymptotically arbitrage-free approximations of the implied volatility
2022/01/01
1
Generalized Cox model for default times
2022/01/01
1
A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall–Olkin dependence
2023/01/01
Extreme measures in continuous time Conic Finance
2024/01/01
Swing contract pricing: With and without neural networks
2024/01/01
Geometric step options and Lévy models: Duality, PIDEs, and semi-analytical pricing
2022/01/01
$ G $-expectation approach to stochastic ordering
2022/01/01
Risk measures under model uncertainty: A Bayesian viewpoint
2023/01/01
Backtestability and the ridge backtest
2023/01/01
Distributed energy resources flexibility as volumetric options on electricity
2023/01/01
Financial activity time
2023/01/01
«
‹ Pervious
Next ›
»