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Stochastic Analysis of Mean-Field Games, Portfolio Optimization and Low-Rank Matrix Approximation
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Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books
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Stochastic Controls in Competitions and Mean Field Games
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In the Wake of the Financial Crisis - Regulators' and Investors' Perspectives
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Numerical Methods for European Option Pricing with BSDEs
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Arbitrage-Free Pricing of XVA for American Options in Discrete Time
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Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods
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Quickest Change-Point Detection with Sampling Right Constraints
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A discrete model for the default risk of inter-banking networks
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Barrier Option Pricing under SABR Model Using Monte Carlo Methods
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