Optimal Asset Allocation for Retirement Saving: Deterministic Vs. Time Consistent Adaptive Strategies
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2019.1584534
Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2019.1593866
Dual Representation of the Cost of Designing a Portfolio Satisfying Multiple Risk Constraints
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2019.1638276
Higher-order Discretization Methods of Forward-backward SDEs Using KLNV-scheme and Their Applications to XVA Pricing
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2019.1637268
Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486x.2020.1726784
Optimal Market Making under Partial Information with General Intensities
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2020.1758587
Mean-Field Game Strategies for Optimal Execution
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2019.1603183
High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2019.1702067
Structural Electricity Models and Asymptotically Normal Estimators to Quantify Parameter Risk
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2020.1725582
Portfolio Optimization for Credit-Risky Assets under Marshall–Olkin Dependence
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486x.2020.1727755
Hedging the Risk of Delayed Data in Defaultable Markets
来源期刊:Applied Mathematical FinanceDOI:10.1080/1350486X.2019.1590784