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The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
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2
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
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3
Strategic execution trajectories
Bordigoni, Giuliana
;
Figalli, Alessio
;
Ledford, Anthony
; …
- In:
Applied mathematical finance
29
(
2022
)
4
,
pp. 288-330
Persistent link: https://www.econbiz.de/10014291948
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4
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
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5
Buy and hold golden strategies in financial markets with frictions and depth constraints
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 231-248
Persistent link: https://www.econbiz.de/10015051247
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6
Multi-period mean expected-shortfall strategies : "cut your losses and ride your gains"
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 402-438
Persistent link: https://www.econbiz.de/10014323484
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7
Policy gradient learning methods for stochastic control with exit time and applications to share repurchase pricing
Hamdouche, Mohamed
;
Henry-Labordere, Pierre
;
Pham, Huyên
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 439-456
Persistent link: https://www.econbiz.de/10014390280
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8
Solvability of differential riccati equations and applications to algorithmic trading with signals
Drissi, Fayçal
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 457-493
Persistent link: https://www.econbiz.de/10014390281
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9
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
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10
Deep Q-learning for Nash equilibria : Nash-DQN
Casgrain, Philippe
;
Ning, Brian
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 62-78
Persistent link: https://www.econbiz.de/10013554784
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