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arXiv q-fin.MF Mathematical Finance

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Reposted by arXiv q-fin.MF Mathematical Finance

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 3h

Natascha Hey, Eyal Neuman, Sturmius Tuschmann: Nonparametric Estimation of Self- and Cross-Impact https://arxiv.org/abs/2510.06879 https://arxiv.org/pdf/2510.06879 https://arxiv.org/html/2510.06879

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 3h

Raquel M. Gaspar, Thorsten Schmidt: Insurance products with guarantees in an affine setting https://arxiv.org/abs/2510.06698 https://arxiv.org/pdf/2510.06698 https://arxiv.org/html/2510.06698

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 3h

[2025-10-09 Thu (UTC), 1 new article found for q-finMF Mathematical Finance]

Reposted by arXiv q-fin.MF Mathematical Finance

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 1d

Althea Sterrett, Austin Adams: A Microstructure Analysis of Coupling in CFMMs https://arxiv.org/abs/2510.06095 https://arxiv.org/pdf/2510.06095 https://arxiv.org/html/2510.06095

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 1d

Ivan Guo, Jan Ob\l\'oj: Robust Pricing and Hedging of American Options in Continuous Time https://arxiv.org/abs/2510.05463 https://arxiv.org/pdf/2510.05463 https://arxiv.org/html/2510.05463

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 1d

[2025-10-08 Wed (UTC), 1 new article found for q-finMF Mathematical Finance]

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 2d

Alessandro Calvia, Marzia De Donno, Chiara Guardasoni, Simona Sanfelici: Short-rate models with stochastic discontinuities: a PDE approach https://arxiv.org/abs/2510.04289 https://arxiv.org/pdf/2510.04289 https://arxiv.org/html/2510.04289

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 2d

[2025-10-07 Tue (UTC), 1 new article found for q-finMF Mathematical Finance]

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 3d

[2025-10-06 Mon (UTC), no new articles found for q-finMF Mathematical Finance]

Reposted by arXiv q-fin.MF Mathematical Finance

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 6d

Taiki Wakatsuki, Kiyoshi Kanazawa: Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model https://arxiv.org/abs/2510.01814 https://arxiv.org/pdf/2510.01814 https://arxiv.org/html/2510.01814

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 6d

Samuel N. Cohen, Cephas Svosve: Linking Path-Dependent and Stochastic Volatility Models https://arxiv.org/abs/2510.02024 https://arxiv.org/pdf/2510.02024 https://arxiv.org/html/2510.02024

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 6d

Erica Zhang: Convex Order and Arbitrage https://arxiv.org/abs/2510.01599 https://arxiv.org/pdf/2510.01599 https://arxiv.org/html/2510.01599

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 6d

[2025-10-03 Fri (UTC), 2 new articles found for q-finMF Mathematical Finance]

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 7d

[2025-10-02 Thu (UTC), no new articles found for q-finMF Mathematical Finance]

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 8d

Yun Zhao, Harry Zheng: Neural Network Convergence for Variational Inequalities https://arxiv.org/abs/2509.26535 https://arxiv.org/pdf/2509.26535 https://arxiv.org/html/2509.26535

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 8d

Reo Adachi, Masaaki Fukasawa, Naoki Iida, Mitsumasa Ikeda, Yo Nakatsu, Ryota Tsurumi, Tomohisa Yamakami: Rough SABR Forward Market Model https://arxiv.org/abs/2509.25975 https://arxiv.org/pdf/2509.25975 https://arxiv.org/html/2509.25975

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 8d

[2025-10-01 Wed (UTC), 2 new articles found for q-finMF Mathematical Finance]

Reposted by arXiv q-fin.MF Mathematical Finance

arXiv cond-mat.stat-mech Statistical Mechanics @condmatstatmech-bt.bsky.social · 9d

Volodymyr Riabov, Konstantin Tikhonov, Jean-Philippe Bouchaud: Eigenvector overlaps of sample covariance matrices with intersecting time periods https://arxiv.org/abs/2509.25076 https://arxiv.org/pdf/2509.25076 https://arxiv.org/html/2509.25076

Reposted by arXiv q-fin.MF Mathematical Finance

arXiv cs.LG Machine Learning @cslg-bot.bsky.social · 9d

Yilie Huang: Continuous-Time Reinforcement Learning for Asset-Liability Management https://arxiv.org/abs/2509.23280 https://arxiv.org/pdf/2509.23280 https://arxiv.org/html/2509.23280

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 9d

Christian Laudag\'e, Felix-Benedikt Liebrich: When risk defies order: On the limits of fractional stochastic dominance https://arxiv.org/abs/2509.24747 https://arxiv.org/pdf/2509.24747 https://arxiv.org/html/2509.24747

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 9d

Maxim Bichuch, Zachary Feinstein: The Price of Liquidity: Implied Volatility of Automated Market Maker Fees https://arxiv.org/abs/2509.23222 https://arxiv.org/pdf/2509.23222 https://arxiv.org/html/2509.23222

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 9d

[2025-09-30 Tue (UTC), 2 new articles found for q-finMF Mathematical Finance]

Reposted by arXiv q-fin.MF Mathematical Finance

arXiv stat.ME Methodology @statme-bot.bsky.social · 10d

Yuhong Xu, Xinyao Zhao: General CoVaR Based on Entropy Pooling https://arxiv.org/abs/2509.21904 https://arxiv.org/pdf/2509.21904 https://arxiv.org/html/2509.21904

Reposted by arXiv q-fin.MF Mathematical Finance

arXiv math.PR Probability @mathpr-bot.bsky.social · 10d

Ioannis Gasteratos, Alexandre Pannier: Kolmogorov equations for stochastic Volterra processes with singular kernels https://arxiv.org/abs/2509.21608 https://arxiv.org/pdf/2509.21608 https://arxiv.org/html/2509.21608

arXiv q-fin.MF Mathematical Finance @qfinmf-bot.bsky.social · 10d

Yuelong Li: Operator Analysis of MACD https://arxiv.org/abs/2509.21326 https://arxiv.org/pdf/2509.21326 https://arxiv.org/html/2509.21326