Narrow search
Showing 1 - 3 of 3
Cover Image
Price impact on term structure
Brigo, Damiano; Graceffa, Federico; Neuman, Eyal - In: Quantitative finance 22 (2022) 1, pp. 171-195
Persistent link: https://www.econbiz.de/10012872530
Cover Image
The reinforcement learning Kelly strategy
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Quantitative finance 22 (2022) 8, pp. 1445-1464
Persistent link: https://www.econbiz.de/10013367919
Cover Image
Pricing bounds and bang-bang analysis of the Polaris variable annuities
Shen, Zhiyi; Weng, Chengguo - In: Quantitative finance 20 (2020) 1, pp. 147-171
Persistent link: https://www.econbiz.de/10015123067