Zobrazeno 1 - 10
of 3 058
pro vyhledávání: '"Gonon, P."'
Autor:
Adrienne Sala
Publikováno v:
Ebisu: Études Japonaises, Vol 60, Pp 331-336 (2023)
Externí odkaz:
https://doaj.org/article/42b0224cbe914d57befab5012c624363
Autor:
Marta Elżbieta Trębska
Publikováno v:
Acta Universitatis Lodziensis: Folia Litteraria Romanica, Iss 15, Pp 267-279 (2020)
Benoît Gonon, auteur de trois recueils de récits brefs, est aujourd’hui presque complètement inconnu. Étant l’un des épigones de la nouvelle exemplaire au XVIIe siècle, il écrit ses histoires pour moraliser et édifier ses destinataires. I
Externí odkaz:
https://doaj.org/article/9ea78fca786f4311929f16b6b2eb9507
Hedging exotic options in presence of market frictions is an important risk management task. Deep hedging can solve such hedging problems by training neural network policies in realistic simulated markets. Training these neural networks may be delica
Externí odkaz:
http://arxiv.org/abs/2410.22568
This paper investigates systemic risk measures for stochastic financial networks of explicitly modelled bilateral liabilities. We extend the notion of systemic risk measures from Biagini, Fouque, Fritelli and Meyer-Brandis (2019) to graph structured
Externí odkaz:
http://arxiv.org/abs/2410.07222
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Autor:
Gonon, Lukas, Jentzen, Arnulf, Kuckuck, Benno, Liang, Siyu, Riekert, Adrian, von Wurstemberger, Philippe
The approximation of solutions of partial differential equations (PDEs) with numerical algorithms is a central topic in applied mathematics. For many decades, various types of methods for this purpose have been developed and extensively studied. One
Externí odkaz:
http://arxiv.org/abs/2408.13222
We present a unified theory for Mahalanobis-type anomaly detection on Banach spaces, using ideas from Cameron-Martin theory applied to non-Gaussian measures. This approach leads to a basis-free, data-driven notion of anomaly distance through the so-c
Externí odkaz:
http://arxiv.org/abs/2407.11873
We devise a novel method for nowcasting implied volatility based on neural operators. Better known as implied volatility smoothing in the financial industry, nowcasting of implied volatility means constructing a smooth surface that is consistent with
Externí odkaz:
http://arxiv.org/abs/2406.11520
Randomised signature has been proposed as a flexible and easily implementable alternative to the well-established path signature. In this article, we employ randomised signature to introduce a generative model for financial time series data in the sp
Externí odkaz:
http://arxiv.org/abs/2406.10214