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          Mirror operated in collaboration with local support

          Pricing of Securities

          Authors and titles for recent submissions

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          Thu, 30 Apr 2020

          Error with 2004.13708

          Wed, 22 Apr 2020

          [2]  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)

          Tue, 21 Apr 2020

          [3]  arXiv:2004.08650 [pdf, other]
          Title: An arbitrage-free interpolation of class $C^2$ for option prices
          Authors: Fabien Le Floc'h
          Subjects: Pricing of Securities (q-fin.PR); Computational Finance (q-fin.CP)

          Fri, 17 Apr 2020

          [4]  arXiv:2004.07736 [pdf, other]
          Title: Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework
          Subjects: Pricing of Securities (q-fin.PR); Probability (math.PR); Mathematical Finance (q-fin.MF); Machine Learning (stat.ML)
          [ total of 4 entries: 1-4 ]
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