default search action
Search dblp
Full-text search
- > Home
Please enter a search query
- case-insensitive prefix search: default
e.g., sig matches "SIGIR" as well as "signal" - exact word search: append dollar sign ($) to word
e.g., graph$ matches "graph", but not "graphics" - boolean and: separate words by space
e.g., codd model - boolean or: connect words by pipe symbol (|)
e.g., graph|network
Update May 7, 2017: Please note that we had to disable the phrase search operator (.) and the boolean not operator (-) due to technical problems. For the time being, phrase search queries will yield regular prefix search result, and search terms preceded by a minus will be interpreted as regular (positive) search terms.
Author search results
no matches
Venue search results
no matches
Refine list
refine by author
- no options
- temporarily not available
refine by venue
- no options
- temporarily not available
refine by type
- no options
- temporarily not available
refine by access
- no options
- temporarily not available
refine by year
- no options
- temporarily not available
Publication search results
found 574 matches
- 2024
- Maria Arduca, Cosimo Munari:
Risk Measures beyond Frictionless Markets. SIAM J. Financial Math. 15(2): 537-570 (2024) - Erhan Bayraktar, Qi Feng, Zhaoyu Zhang:
Deep Signature Algorithm for Multidimensional Path-Dependent Options. SIAM J. Financial Math. 15(1): 194-214 (2024) - Francesca Biagini, Lukas Gonon, Niklas Walter:
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. SIAM J. Financial Math. 15(3): 734-784 (2024) - Shreya Bose, Ibrahim Ekren:
Multidimensional Kyle-Back Model with a Risk Averse Informed Trader. SIAM J. Financial Math. 15(1): 93-120 (2024) - Damiano Brigo, Federico Graceffa, Alexander Kalinin:
Mild to Classical Solutions for XVA Equations under Stochastic Volatility. SIAM J. Financial Math. 15(1): 215-254 (2024) - Giuseppe Carlo Calafiore, Giulia Fracastoro, Anton V. Proskurnikov:
Optimal Clearing Payments in a Financial Contagion Model. SIAM J. Financial Math. 15(2): 473-502 (2024) - Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou:
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional. SIAM J. Financial Math. 15(1): 15- (2024) - Jonathan A. Chávez Casillas, José E. Figueroa-López, Chuyi Yu, Yi Zhang:
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost. SIAM J. Financial Math. 15(3): 653-699 (2024) - Huy N. Chau:
On Robust Fundamental Theorems of Asset Pricing in Discrete Time. SIAM J. Financial Math. 15(3): 571-600 (2024) - Jin Hyuk Choi, Jetlir Duraj, Kim Weston:
A Multi-agent Targeted Trading Equilibrium with Transaction Costs. SIAM J. Financial Math. 15(1): 161-193 (2024) - Jiarui Chu, Ludovic Tangpi:
Nonasymptotic Estimation of Risk Measures Using Stochastic Gradient Langevin Dynamics. SIAM J. Financial Math. 15(2): 503-536 (2024) - Chao Deng, Xizhi Su, Chao Zhou:
Relative Wealth Concerns with Partial Information and Heterogeneous Priors. SIAM J. Financial Math. 15(2): 360-398 (2024) - Alessandro Doldi, Marco Frittelli, Emanuela Rosazza Gianin:
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? SIAM J. Financial Math. 15(1): 1- (2024) - Ryan Donnelly, Sebastian Jaimungal:
Exploratory Control with Tsallis Entropy for Latent Factor Models. SIAM J. Financial Math. 15(1): 26-53 (2024) - Eduardo Abi Jaber, Nathan De Carvalho:
Reconciling Rough Volatility with Jumps. SIAM J. Financial Math. 15(3): 785-823 (2024) - Sebastian Jaimungal, Xiaofei Shi:
Short Communication: The Price of Information. SIAM J. Financial Math. 15(3): 54- (2024) - Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak:
A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints. SIAM J. Financial Math. 15(3): 883-930 (2024) - Sarah Kaakaï, Anis Matoussi, Achraf Tamtalini:
Estimation of Systemic Shortfall Risk Measure Using Stochastic Algorithms. SIAM J. Financial Math. 15(3): 700-733 (2024) - Yerkin Kitapbayev, Scott Robertson:
Mortgage Contracts and Underwater Default. SIAM J. Financial Math. 15(2): 315-359 (2024) - Xun Li, Xiang Yu, Qinyi Zhang:
Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. SIAM J. Financial Math. 15(1): 121-160 (2024) - Raino A. E. Mäkinen, Jari Toivanen:
Short Communication: Monte Carlo Expected Wealth and Risk Measure Trade-Off Portfolio Optimization. SIAM J. Financial Math. 15(2): 41- (2024) - Edouard Motte, Donatien Hainaut:
Partial Hedging in Rough Volatility Models. SIAM J. Financial Math. 15(3): 601-652 (2024) - Cosimo Munari, Justin Plückebaum, Stefan Weber:
Robust Portfolio Selection under Recovery Average Value at Risk. SIAM J. Financial Math. 15(1): 295-314 (2024) - Ariel Neufeld, Julian Sester, Daiying Yin:
Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks. SIAM J. Financial Math. 15(2): 436-472 (2024) - Giulia Di Nunno, Emanuela Rosazza Gianin:
Fully Dynamic Risk Measures: Horizon Risk, Time-Consistency, and Relations with BSDEs and BSVIEs. SIAM J. Financial Math. 15(2): 399-435 (2024) - Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko:
Option Pricing in Sandwiched Volterra Volatility Model. SIAM J. Financial Math. 15(3): 824-882 (2024) - Marcin Pitera, Miklós Rásonyi:
Short Communication: Utility-Based Acceptability Indices. SIAM J. Financial Math. 15(2): 28- (2024) - Philip Protter, Qianfan Wu, Shihao Yang:
Order Book Queue Hawkes Markovian Modeling. SIAM J. Financial Math. 15(1): 1-25 (2024) - Qinyu Wu, Tiantian Mao, Taizhong Hu:
Generalized Optimized Certainty Equivalent with Applications in the Rank-Dependent Utility Model. SIAM J. Financial Math. 15(1): 255-294 (2024) - Jianming Xia:
Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures. SIAM J. Financial Math. 15(1): 54-92 (2024)
skipping 544 more matches
loading more results
failed to load more results, please try again later
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
retrieved on 2024-10-21 22:27 CEST from data curated by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint