Results 1 to 10 of about 218,620 (214)
The Role of Hellinger Processes in Mathematical Finance [PDF]
Entropy, 2001 This paper illustrates the natural role that Hellinger processes can play in solving problems from ¯nance. We propose an extension of the concept of Hellinger process applicable to entropy distance and f-divergence distances, where f is a convex ...
T. R. Hurd, T. Choulli
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Convex duality in stochastic programming and mathematical finance [PDF]
arXiv, 2010 This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from operations research and mathematical finance.
Teemu Pennanen
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A brief history of mathematics in finance [PDF]
Borsa Istanbul Review, 2014 In the list of possible scapegoats for the recent financial crises, mathematics, in particular mathematical finance has been ranked, without a doubt, as the first among many and quants, as mathematicians are known in the industry, have been blamed for ...
Erdinç Akyıldırım, Halil Mete Soner
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Communications, 2010 This article presents how mathematical tools can be used in finance. It also shows some interconnections among several parts of mathematics as mathematical analysis, numerical analysis and financial mathematics.
Maria Kudelcikova
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Review of the influences of COVID-19 pandemic on tourism [PDF]
E3S Web of Conferences, 2021 COVID-19 has become a major global pandemic since Jan 2020, which has made a deep impact on tourism industry. There is ongoing research about how the tourism industry is impacted by this global crisis.
Lin Yunzhi
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Some applications of Sigmoid functions [PDF]
Iranian Journal of Numerical Analysis and Optimization, 2021 In numerical analysis, the process of fitting a function via given data is called interpolation. Interpolation has many applications in engineering and science.
M. A. Jafari, A. Aminataei
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Stock Market Crisis Forecasting Using Neural Networks with Input Factor Selection
Applied Sciences, 2022 Artificial neural networks have gained increasing importance in many fields, including quantitative finance, due to their ability to identify, learn and regenerate non-linear relationships between targets of investigation.
Felix Fuchs +3 more
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A model-free approach to continuous-time finance [PDF]
Mathematical Finance (2023), 2022 We present a non-probabilistic, pathwise approach to continuous-time finance based on causal functional calculus. We introduce a definition of self-financing, free from any integration concept and show that the value of a self-financing portfolio is a pathwise integral (every self-financing strategy is a gradient) and that generic domain of functional ...
arxiv +1 more source