Delphi.science

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307 records

A general technique for explicit quantile representations
Wolfgang Schadner
arXiv Source: arxiv.orgNov 4, 2026q-fin.STscore 0
Constrained defined-contribution pension management: A reparameterized neural network approach
Yueman Feng, Wenyuan Li
arXiv Source: arxiv.orgNov 4, 2026q-fin.PMscore 0
Exploiting Locally Exogeneous Variation in Spatial Data: Linear Regression with Many Small Units
Christopher W. Engh
arXiv Source: arxiv.orgNov 1, 2026econ.EMscore 0
Non-asymptotic analysis of SGLD with discontinuous stochastic gradients: a new route to portfolio CVaR minimization
Yan Ding, Sotirios Sabanis, Ying Zhang
arXiv Source: arxiv.orgOct 31, 2026q-fin.PMscore 0
Robust distortion riskmetrics under symmetry, unimodality, and Wasserstein constraints
Liu Peng, Zhang Yiying, Zuo Baishuai
arXiv Source: arxiv.orgOct 31, 2026q-fin.RMscore 0
An Introduction to Financial Derivatives: Open Lecture Notes
Matthew Lorig
arXiv Source: arxiv.orgOct 31, 2026q-fin.MFscore 0
Functional Tensor Trains for High-Order Greeks and Exposure Tails of Multi-Asset Structured Products
Javier Lopez-Piqueres, Atithi Acharya, Yue Sun, Niraj Kumar
arXiv Source: arxiv.orgOct 30, 2026q-fin.CPscore 0
A Proof for Generalized Egalitarianism
Wei ShuAng
arXiv Source: arxiv.orgOct 29, 2026econ.GNscore 0
Comparing tail forecasts: the number of exceedances is the sample size
Raphael Coelho
arXiv Source: arxiv.orgOct 29, 2026q-fin.MFscore 0
Calibration of Passive Market Impact with a Queue-Sensitive Propagator Model
Yadh Hafsi, Fabrizio Lillo, Grégoire Szymanski
arXiv Source: arxiv.orgOct 28, 2026q-fin.TRscore 0
Orthogonal Inference for Conditional Z-Estimation without Cross-Fitting: A Distributional Nearest-Neighbor Approach
Jakob R. Juergens
arXiv Source: arxiv.orgOct 28, 2026econ.EMscore 0
Bias Correction and Inference for Panel Quantile Regression
Harold D Chiang, Wei Biao Wu
arXiv Source: arxiv.orgOct 27, 2026econ.EMscore 0
Martingality in EFM Signature Volatility Models
Dimitri Sotnikov, Adeline Viot
arXiv Source: arxiv.orgOct 26, 2026q-fin.MFscore 0
Optimal ratcheting dividend policies with resets
Alexandre Roch, Simone Scotti
arXiv Source: arxiv.orgOct 25, 2026q-fin.MFscore 0
Jensen gaps and the decomposition principle
Lilian Hu, Ruodu Wang
arXiv Source: arxiv.orgOct 24, 2026q-fin.MFscore 0
On the continuity of conditional distributions and stratification for derivative pricing
Aleksandar Arandjelovic, Patrick Cheridito
arXiv Source: arxiv.orgOct 23, 2026q-fin.CPscore 0
A Stationary Mean-Field Model for Carbon Market Stability Reserve
René Aïd, Federico Cannerozzi, Giorgio Ferrari
arXiv Source: arxiv.orgOct 23, 2026econ.THscore 0
Multiple Stopping and Exercise Boundaries for American Put Options
Katsunori Ano
arXiv Source: arxiv.orgOct 22, 2026q-fin.PRscore 0
Mimicking Volatilities under Marginal Constraints via $q_x$-Bass Martingales: A Parallel Computing Approach
Antonio Marini
arXiv Source: arxiv.orgOct 22, 2026q-fin.MFscore 0
Dynamics of the Liquidity Profile in Concentrated Liquidity Provision: An SPIDE Approach
Cheuk Yin Lee, Jimmy Risk, Shen-Ning Tung, Tai-Ho Wang
arXiv Source: arxiv.orgOct 21, 2026q-fin.MFscore 0
Theoretical Foundations of Sequential Dynamic Programming
Alan Lujan
arXiv Source: arxiv.orgOct 20, 2026econ.THscore 0
DSINC beyond Heston: the 3/2 and other non-affine stochastic-volatility models
Andrey Itkin
arXiv Source: arxiv.orgOct 20, 2026q-fin.CPscore 0
Optimal Trading Filters and the Value of Predictive Signals
Matteo Smerlak
arXiv Source: arxiv.orgOct 17, 2026q-fin.MFscore 0
On the skew-curvature power law relationship in a stochastic volatility model with infinite variation Lévy jumps
Òscar Burés, Josep Vives
arXiv Source: arxiv.orgOct 16, 2026q-fin.MFscore 0
From Alpha to Execution: Trading Horizons, Regimes, and Schedules under Concave Impact and Hurst Scaling
Dnyanesh Kulkarni, Revant Nayar
arXiv Source: arxiv.orgOct 16, 2026q-fin.TRscore 0
A Pricing and Hedging Framework for Infinite-Dimensional Financial Markets
Hanchao Liu
arXiv Source: arxiv.orgOct 16, 2026q-fin.MFscore 0
Feeling the generalised rough SABR boundary
Masaaki Fukasawa, Antoine Jacquier, Mugad Oumgari
arXiv Source: arxiv.orgOct 15, 2026q-fin.MFscore 0
Interior smoothness and zero-variance geometry for finite-maturity Heston American puts
Junkee Jeon, Takwon Kim, Jehan Oh
arXiv Source: arxiv.orgOct 14, 2026q-fin.MFscore 0
Long Term Pediatric Vaccine Tender Scheduling with Quantity Discounts
Nicholas Uhorchak, Ruben Proano, Sandra Eksioglu, Burak Eksioglu
arXiv Source: arxiv.orgOct 13, 2026econ.GNscore 0
A Mean Field Model of Consumption Inertia and Keeping Up with the Joneses
Junkee Jeon
arXiv Source: arxiv.orgOct 12, 2026q-fin.PMscore 0
GROMM: Generative Risk-neutral Option Market Models
Magnus Wiese, Hans Buehler, Blanka Horvath
arXiv Source: arxiv.orgOct 12, 2026q-fin.MFscore 0
Ex Ante and Scenario-Conditional Value of Information in Dynamic Portfolio Choice
Tom Pohlschmidt, Shihao Zhu
arXiv Source: arxiv.orgOct 10, 2026q-fin.PMscore 0
Weighted selection from elliptical distributions: a stochastic representation and an application to portfolio separation
Nils Chr Framstad
arXiv Source: arxiv.orgOct 8, 2026q-fin.PMscore 0
Multi-period Mean-Expectile Portfolio Optimization under Wasserstein Ambiguity: Reformulation, Degeneracy and the Role of the Ground Metric
Rupendra Yadav, Aparna Mehra
arXiv Source: arxiv.orgOct 8, 2026q-fin.CPscore 0
Risk-minimizing GUE-implementations of truthful reporting in a Dynamic Social Choice Problem
Endre Csóka, Máté Viczián
arXiv Source: arxiv.orgOct 7, 2026econ.THscore 0
Climate Cooperation and Spatial Industrial Relocation: Stability, Emissions, and Regional Policy Incentives
Angela Martiradonna
arXiv Source: arxiv.orgOct 7, 2026econ.THscore 0
Vine Copula VAR:From Recursive Margins to Joint Forecast Inference
Hunter Ng, Yubo Tao
arXiv Source: arxiv.orgOct 6, 2026econ.EMscore 0
Exponential investors with weakly mean-reverting prices
Balazs Hoffmann, Miklos Rasonyi
arXiv Source: arxiv.orgOct 6, 2026q-fin.PMscore 0
Large player classes and approximately weighted voting
Ezra Einy, Ori Haimanko
arXiv Source: arxiv.orgOct 6, 2026econ.THscore 0
Retirement Planning with Minimum Guarantees for Both Beneficiaries and Fund Managers
Zhaojie Ren, Sheng Wang, Tak Kwong Wong, Sheung Chi Phillip Yam
arXiv Source: arxiv.orgOct 5, 2026q-fin.MFscore 0
Buying at Support: The Entry Problem under Multi-Skew Brownian Motion
Jun Maeda
arXiv Source: arxiv.orgOct 4, 2026q-fin.MFscore 0
Monderer–Shapley Exact-Potential Characterization
Arthur Freitas Ramos, David Barros Hulak, Ruy Jose Guerra Barretto de Queiroz
Palomar Registry Source: github.comOct 4, 2026econ.THmachine-checkedscore 0
Optimal Information and Concavification in Bayesian Persuasion
Arthur Freitas Ramos, David Barros Hulak, Ruy Jose Guerra Barretto de Queiroz
Palomar Registry Source: github.comOct 3, 2026econ.THmachine-checkedscore 0
Milgrom–Shannon's Monotonicity Theorem: the Full Characterization
Arthur Freitas Ramos, David Barros Hulak, Ruy Jose Guerra Barretto de Queiroz
Palomar Registry Source: github.comOct 3, 2026econ.THmachine-checkedscore 0
Falmagne–Block–Marschak Random-Utility Characterization
Arthur Freitas Ramos, David Barros Hulak, Ruy Jose Guerra Barretto de Queiroz
Palomar Registry Source: github.comOct 3, 2026econ.THmachine-checkedscore 0
Cross-Fitting Under Nonregularity: Normality and Inference via Locality
Bruno Fava
arXiv Source: arxiv.orgOct 2, 2026econ.EMscore 0
Shapley-based Structural Analysis of Neural Calibration for Stochastic Volatility Models
Shaïn Afzali, Serena Della Corte, Antonis Papapantoleon
arXiv Source: arxiv.orgOct 2, 2026q-fin.CPscore 0
Cremer-McLean Full Surplus Extraction Theorem
Arthur Freitas Ramos, David Barros Hulak, Ruy Jose Guerra Barretto de Queiroz
Palomar Registry Source: github.comOct 2, 2026econ.THmachine-checkedscore 0
Finite Bayes Correlated Equilibrium, Information Expansions and Information Order
Arthur Freitas Ramos, David Barros Hulak, Ruy Jose Guerra Barretto de Queiroz
Palomar Registry Source: github.comOct 2, 2026econ.THmachine-checkedscore 0
Finite Bayesian-to-Dominant-Strategy Equivalence
Arthur Freitas Ramos, David Barros Hulak, Ruy Jose Guerra Barretto de Queiroz
Palomar Registry Source: github.comOct 2, 2026econ.THmachine-checkedscore 0