SSRNs
Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization. (arXiv:1809.05643v1 [q-fin.CP])
September 18, 2018
Trends in the Diffusion of Misinformation on Social Media. (arXiv:1809.05901v1 [cs.SI])
September 18, 2018
An incomplete equilibrium with a stochastic annuity. (arXiv:1809.05947v1 [q-fin.MF])
September 18, 2018
Optimal Dynamic Basis Trading. (arXiv:1809.05961v1 [q-fin.PM])
September 18, 2018
BSE: A Minimal Simulation of a Limit-Order-Book Stock Exchange. (arXiv:1809.06027v1 [cs.CE])
September 18, 2018
Modeling Nelson-Siegel Yield Curve using Bayesian Approach. (arXiv:1809.06077v1 [q-fin.ST])
September 18, 2018
Long-time trajectorial large deviations for affine stochastic volatility models and application to variance reduction for option pricing. (arXiv:1809.06153v1 [math.PR])
September 18, 2018
Random Fixed Points, Limits and Systemic risk. (arXiv:1809.05243v1 [math.PR])
September 17, 2018
Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model. (arXiv:1809.05328v1 [q-fin.CP])
September 17, 2018
Liability Structure and Risk-Taking: Evidence from the Money Market Fund Industry
September 17, 2018
