Automated Market Makers Designs Beyond Constant Functions

Autor: Álvaro Cartea, Fayçal Drissi, Leandro Sánchez-Betancourt, David Siska, Lukasz Szpruch

Publikováno v: SSRN Electronic Journal.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::44116667f553f806394ec81a060eb673
https://doi.org/10.2139/ssrn.4459177

Frontiers in Stochastic Analysis–BSDEs, SPDEs and Their Applications : Edinburgh, July 2017 Selected, Revised and Extended Contributions

Autor: Samuel N. Cohen, István Gyöngy, Gonҫalo dos Reis, David Siska, Łukasz Szpruch

This collection of selected, revised and extended contributions resulted from a Workshop on BSDEs, SPDEs and their Applications that took place in Edinburgh, Scotland, July 2017 and included the 8th World Symposium on BSDEs. The volume addresses rec

On the wellposedness of some McKean models with moderated or singular diffusion coefficient

Autor: Jean-François Jabir, Mireille Bossy

Publikováno v: Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications
Samuel N. Cohen; István Gyöngy; Gonҫalo dos Reis; David Siska; Łukasz Szpruch. Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications, 2019, 978-3-030-22285-7
Springer Proceedings in Mathematics & Statistics ISBN: 9783030222840

International audience; We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7c62f600d1369cee8b9b4805b074d9dd
https://hal.inria.fr/hal-02283803