Mathematical Finance

Authors and titles for recent submissions

• Wed, 29 Apr 2020
• Tue, 28 Apr 2020
• Fri, 24 Apr 2020
• Thu, 23 Apr 2020
• Wed, 22 Apr 2020

Wed, 29 Apr 2020

Error with 2004.13135

Tue, 28 Apr 2020

Error with 2004.12394

Error with 2004.12392

Error with 2004.12848

Error with 2004.12099

Error with 2004.12011

Error with 2004.11953

Fri, 24 Apr 2020

Error with 2004.10631

Thu, 23 Apr 2020

[9]  arXiv:2004.10632 (cross-list from q-fin.TR) [pdf, other]

Title: Order book dynamics in the presence of liquidity fluctuations

Authors: Helder Rojas, Anatoly Yambartsev

Subjects: Trading and Market Microstructure (q-fin.TR); Mathematical Finance (q-fin.MF)

[10]  arXiv:2004.10324 (cross-list from q-bio.PE) [pdf, other]

Title: Managing COVID-19 Pandemic without Destructing the Economy

Authors: David Gershon, Alexander Lipton, Hagai Levine

Subjects: Populations and Evolution (q-bio.PE); Mathematical Finance (q-fin.MF)

Wed, 22 Apr 2020

[11]  arXiv:2004.09591 (cross-list from q-fin.CP) [pdf, ps, other]

Title: Semi-closed form prices of barrier options in the Hull-White model

Authors: Andrey Itkin, Dmitry Muravey

Comments: 15 pages, 4 figures, 1 table

Subjects: Computational Finance (q-fin.CP); Mathematical Finance (q-fin.MF); Pricing of Securities (q-fin.PR)

• Wed, 29 Apr 2020
• Tue, 28 Apr 2020
• Fri, 24 Apr 2020
• Thu, 23 Apr 2020
• Wed, 22 Apr 2020