Volume 10; Issue 2

3

Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization

Year:
2019
Language:
english
File:
PDF, 988 KB
english, 2019
5

Multifactor Approximation of Rough Volatility Models

Year:
2019
Language:
english
File:
PDF, 666 KB
english, 2019
7

A Scaling Limit for Limit Order Books Driven by Hawkes Processes

Year:
2019
Language:
english
File:
PDF, 401 KB
english, 2019
10

A Nonuniformly Integrable Martingale Bubble with a Crash

Year:
2019
Language:
english
File:
PDF, 386 KB
english, 2019