- Looking into informal currency markets as Limit Order Books: impact of market makers
2025/03/05 by Figal, Alejandro García, Castellanos, Alejandro Lage, Mulet, Roberto · 1 citation
#91B24 #91B26 #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
- Undergraduate Course Allocation through Competitive Markets
2024/12/07 by Daniel Kornbluth, Alexey Kushnir, Kornbluth, Daniel +1 · 1 citation
Social Sciences · #91B24 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #Higher Education Research Studies #Innovations in Educational Methods #Theoretical Economics (econ.TH)
- Pricing with Contextual Elasticity and Heteroscedastic Valuation
2023/12/26 by Xu, Jianyu, Wang, Yu-Xiang · 1 citation
#62C20 #62P20 #90B50 #91B06 #91B24 #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #I.2.6 #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Statistically consistent term structures have affine geometry
2023/08/04 by Krühner, Paul, Xu, Shijie · 1 citation
#91B24 #91G20 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Learning Strategies in Decentralized Matching Markets under Uncertain Preferences
2020/10/29 by Dai, Xiaowu, Jordan, Michael I. · 1 citation
#62G05 #91A10 #91B24 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME)
- Strategic Formation and Reliability of Supply Chain Networks
2019/09/17 by Amelkin, Victor, Vohra, Rakesh · 1 citation
#60K10 #90B05 #90B15 #90B30 #91B24 #91B38 #91D30 #97M40 #C.2.3 #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #G.1.6 #G.2.2 #G.3 #I.2.11 #J.4 #Optimization and Control (math.OC) #Systems and Control (eess.SY) #Theoretical Economics (econ.TH) #Trading and Market Microstructure (q-fin.TR) #electronic engineering #information engineering
- Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates
2018/03/21 by Basei, Matteo · 1 citation
#91B24 #91B70 #93E20 #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Optimization and Control (math.OC) #Probability (math.PR)
- On the Efficiency of Connection Charges---Part II: Integration of Distributed Energy Resources
2017/02/06 by Munoz-Alvarez, Daniel, Garcia-Franco, Juan F., Tong, Lang · 1 citation
#91B06 #91B24 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- On the Efficiency of Connection Charges---Part I: A Stochastic Framework
2017/02/06 by Munoz-Alvarez, Daniel, Tong, Lang · 1 citation
#91B06 #91B24 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Option pricing with fractional stochastic volatility and discontinuous\n payoff function of polynomial growth
2016/07/25 by Viktor Bezborodov, Luca Di Persio, Bezborodov, Viktor +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #60G22 #60H07 #91B24 #91B25 #91G20 #91G60 #Advanced Thermodynamics and Statistical Mechanics #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Arbitrage and Hedging in model-independent markets with frictions
2015/12/04 by Burzoni, Matteo · 1 citation
#28A05 #28B20 #46A20 #60B05 #60G42 #60H99 #91B24 #91B70 #91G99 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Option Pricing without Price Dynamics: A Probabilistic Approach
2006/12/03 by Dimitris Bertsimas, Natasha Bushueva, Bertsimas, Dimitris +1 · 1 citation
Economics, Econometrics and Finance · #60E10 #60J35 #91B24 #91B28 #Capital Investment and Risk Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications