Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility | 2024-08-04 |
Nonlinear robust limit theorems | 2024-07-28 |
Nonlinear Expectation Theory and Machine Learning | 2024-07-28 |
Deep learning algorithms with iteration policy for the nonlinear BSPDEs | 2024-07-28 |
Operating Leverage and Risk Premium | 2024-07-21 |
信用评级理论,损失分布,违约损失率理论和流动性理论 | 2024-07-03 |
Interplay between spreading and debunking processes of online misinformation: A new rumor spreading–debunking model with a case study | 2024-07-01 |
The Economic Value of Mean Squared Error: Evidence from Portfolio Selection | 2024-06-27 |
金融工程之国产化探讨 | 2024-06-18 |
A branching probabilistic interpretation for the solutions of fully nonlinear partial differential equation | 2024-06-12 |
On the lapse behavior of variable annuity | 2024-05-28 |
Irreversible investment and random delay | 2024-05-26 |
From Quantitative Finance to FinTech | 2024-05-26 |
金融机构数字化转型发展动态与展望 | 2024-05-16 |