Pricing of Securities

Authors and titles for recent submissions

• Fri, 22 Nov 2024
• Thu, 21 Nov 2024
• Wed, 20 Nov 2024
• Tue, 19 Nov 2024
• Mon, 18 Nov 2024

See today's new changes

Fri, 22 Nov 2024

No updates for this time period.

Thu, 21 Nov 2024

No updates for this time period.

Wed, 20 Nov 2024 (showing 1 of 1 entries )

[1] arXiv:2411.12375 [pdf, html, other]

Title: Risk-Neutral Pricing Model of Uniswap Liquidity Providing Position: A Stopping Time Approach

Liang Hou, Hao Yu, Guosong Xu

Comments: 6 pages, 6 figures

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

Tue, 19 Nov 2024

No updates for this time period.

Mon, 18 Nov 2024 (showing 1 of 1 entries )

[2] arXiv:2411.10079 (cross-list from q-fin.CP) [pdf, html, other]

Title: Deep Hedging Bermudan Swaptions

Kenjiro Oya

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