Paper Review Records
All Paper Review Records
15 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
491
days
Reinforcement learning for continuous-time optimal execution: actor–critic algorithm and error analysis
Authors
Boyu Wang; Xuefeng Gao; Lingfei LiShow moreShow less
Affiliations
1. Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Shatin, Hong Kong SARShow moreShow less
822
days
Vulnerable European and American options in a hazard-process model
Authors
Libo Li; Ruyi Liu; Marek RutkowskiShow moreShow less
Affiliations
1. School of Mathematics and Statistics, University of New South Wales, Sydney, Australia; 2. School of Mathematics and Statistics, University of Sydney, Sydney, Australia; 3. Faculty of Mathematics and Information Science, Warsaw University of Technology, Warszawa, PolandShow moreShow less
556
days
Calibration of local volatility models with stochastic interest rates using optimal transport
Authors
Benjamin Joseph; Grégoire Loeper; Jan ObłójShow moreShow less
Affiliations
1. Mathematical Institute and Christ Church, University of Oxford, Oxford, UK; 2. BNP Paribas Global Markets, Paris, France; 3. Mathematical Institute and St John’s College, University of Oxford, Oxford, UKShow moreShow less
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