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Mathematical Finance

Authors and titles for recent submissions

[ total of 11 entries: 1-11 ]
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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
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
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
Comments: 15 pages, 4 figures, 1 table
Subjects: Computational Finance (q-fin.CP); Mathematical Finance (q-fin.MF); Pricing of Securities (q-fin.PR)
[ total of 11 entries: 1-11 ]
[ showing up to 25 entries per page: fewer | more ]
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