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Summary article 1 to 20 of 3909 in channel 73085975
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Title: MoneyScience: All site news items
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A stochastic differential game for optimal investment of an insurer with...
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Identifying small mean-reverting portfolios
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Some integral functionals of reflected SDEs and their applications in finance
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On the perpetual American put options for level dependent volatility models...
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Optimal investment in the foreign exchange market with proportional...
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Higher order and recurrent neural architectures for trading the EUR/USD...
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Term structure of volatilities and yield curve estimation methodology
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Interest rate models on Lie groups
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Smooth simultaneous calibration of the LMM to caplets and co-terminal swaptions
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A jump-diffusion Libor model and its robust calibration
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