A Tale of Fear and Euphoria in the Stock Market | 2024-04-10 |
Time-consistent open-loop solutions for linear quadratic stackelberg differential games and its application in pension management | 2024-04-07 |
Continuous-Time Markov Chain Approximation and Its Applications in Finance | 2024-04-07 |
Policy Iteration Reinforcement Learning Method for Continuous-time Mean-Field Linear-Quadratic Optimal Problem | 2024-04-07 |
Duality Method for Multidimensional Nonsmooth Constrained Linear Convex Stochastic Control | 2024-04-05 |
Sophisticated Investment of Rank-Dependent Utility Agents in Continuous Time | 2024-04-02 |
Learning Optimal Trading Strategy with Transaction Costs via a Randomized Dynkin Game | 2024-04-02 |
Optimal ratcheting of dividends with capital injection | 2024-03-27 |
Mispricing and Algorithm Trading | 2024-03-08 |
NUMERICAL METHODS FOR COMPUTING RISK MEASURES OF VARIABLE ANNUITIES UNDER EXPONENTIAL LE ́VY MODELS | 2024-03-08 |
The optimal reinsurance strategy related to bankruptcy probability | 2024-03-08 |
Long Time Behavior of Optimal Liquidation Problems | 2024-01-12 |
Optimal Order Execution subject to Reservation Strategies under Execution Risk | 2024-01-12 |
Insurance Risk Classification via a Mixture of Experts Model with Random Effects | 2023-12-13 |