Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference122 articles.
1. Al-Aradi, A., Correia, A., Naiff, D., Jardim, G., Saporito, Y.: Solving nonlinear and high-dimensional partial differential equations via deep learning. Preprint (2018). Available online at https://arxiv.org/abs/1811.08782
2. Al-Aradi, A., Jaimungal, S.: Outperformance and tracking: dynamic asset allocation for active and passive portfolio management. Appl. Math. Finance 25, 268–294 (2018)
3. Al-Aradi, A., Jaimungal, S.: Active and passive portfolio management with latent factors. Quant. Finance 21, 1437–1459 (2021)
4. Bálint, D.Á., Schweizer, M.: Making no-arbitrage discounting-invariant: a new FTAP beyond NFLVR and NUPBR. Swiss Finance Institute Research Paper no. 18–23 (2020). Available online at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=3141770
5. Bayer, C., Horvath, B., Muguruza, A., Stemper, B., Tomas, M.: On deep calibration of (rough) stochastic volatility models. Preprint (2019). Available online at https://arxiv.org/abs/1908.08806
Cited by
14 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献