金融|经济学术速递[2022.9.28]

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期权匿名问答   2022-9-28 13:47   3908   0
历史文章列表  网站https://www.arxivdaily.com/
注:含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。
q-fin金融,共计5篇
econ经济,共计2篇

1.q-fin金融:
【1】 Introducing Cashless Transaction Index based on the Effective Medium  Approximation
标题:基于有效介质近似的无现金交易指数的引入
链接:https://arxiv.org/abs/2209.13470
作者:Mikrajuddin Abdullah
机构:Department of Physics, Bandung Institute of Technology, Jalan Ganesa , Bandung , Indonesia
备注:24 pages, 12 figures

【2】 Non-maturing deposits modelling in a Ornstein-Uhlenbeck framework
标题:Ornstein-Uhlenbeck框架中的未成熟矿床模拟
链接:https://arxiv.org/abs/2209.13314
作者:Marina Marena,Andrea Romeo,Patrizia Semeraro
机构: Department of Economics and Statistics, Universita di Torino.,  European Banking Authority., Department of Mathematical Sciences G. Lagrange, Politecnico di Torino., arXiv:,.,v,  [q-fin.RM]  , Sep

【3】 Discount Puzzle Of Closed-End Mutual Funds: A Case Of Bangladesh
标题:封闭式基金的折价之谜--以孟加拉国为例
链接:https://arxiv.org/abs/2209.13102
作者:Farhana Rahman
机构:Assistant Professor, Department of Organization Strategy & Leadership, University of Dhaka, Bangladesh
备注:International Journal of Accounting and Financial Management Research (IJAFMR)

【4】 Sandwiched Volterra Volatility model: Markovian approximations and  hedging
标题:夹心Volterra波动率模型:马尔可夫近似和套期保值
链接:https://arxiv.org/abs/2209.13054
作者:Giulia Di Nunno,Anton Yurchenko-Tytarenko
机构:Department of Mathematics, University of Oslo, Department of Business and Management Science, NHH Norwegian School of, Economics, Bergen

【5】 High order approximations of the Cox-Ingersoll-Ross process semigroup  using random grids
标题:基于随机网格的Cox-Ingersoll-Ross过程半群的高阶逼近
链接:https://arxiv.org/abs/2209.13334
作者:Aurélien Alfonsi,Edoardo Lombardo

2.econ经济:
【1】 Introducing Cashless Transaction Index based on the Effective Medium  Approximation
标题:基于有效介质近似的无现金交易指数的引入
链接:https://arxiv.org/abs/2209.13470
作者:Mikrajuddin Abdullah
机构:Department of Physics, Bandung Institute of Technology, Jalan Ganesa , Bandung , Indonesia
备注:24 pages, 12 figures

【2】 Strategyproofness-Exposing Mechanism Descriptions
标题:防策略--暴露机制描述
链接:https://arxiv.org/abs/2209.13148
作者:Yannai A. Gonczarowski,Ori Heffetz,Clayton Thomas

机器翻译由腾讯交互翻译提供,仅供参考

历史文章列表  网站https://www.arxivdaily.com/
注:含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。
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