Paper Review Records
All Paper Review Records
11 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
267
days
Stochastic analysis of overlapping generations models under incomplete markets
AuthorsCangxiong Chen; Sigmund Ellingsrud; Fabian N. Harang; Alfonso Irarrazabal; Avi Mayorcas
Affiliations1. School of Computer Science and Statistics, Trinity College Dublin, Dublin, Ireland; 2. Department of Economics, BI Norwegian Business School, Oslo, Norway; 3. Department of Mathematical Sciences, University of Bath, Bath, UK
202
days
Stochastic Stackelberg differential investment and reinsurance game with ambiguous correlation
AuthorsKaixin Kang; Xingchun Peng; Wei Liu; Yijun Hu
Affiliations1. School of Mathematics and Statistics, Wuhan University, Wuhan, People’s Republic of China; 2. School of Mathematics and Statistics, Wuhan University of Technology, Wuhan, People’s Republic of China
378
days
Optimal portfolio selection and early retirement with target wealth constraints
AuthorsJongbong An; Junkee Jeon; Takwon Kim
Affiliations1. School of Mathematics, Statistics and Data Science, Sungshin Women’s University, Seoul, Korea; 2. Department of Applied Mathematics, College of Applied Science, Kyung Hee University, Yongin-si, Korea
308
days
Continuous-time q-learning in jump-diffusion models under Tsallis entropy
AuthorsLijun Bo; Yijie Huang; Xiang Yu; Tingting Zhang
Affiliations1. School of Mathematics and Statistics, Xidian University, Xi’an, China; 2. Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, China; 3. Center for Financial Engineering, Soochow University, Suzhou, China
230
days
Range value at risk under model uncertainty
AuthorsJie Peng; Panyu Wu; Lingqi Meng
Affiliations1. School of Mathematics, Shandong University, Jinan, China; 2. Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, China; 3. Beijing Changxiang Digital Education Technology Co., Ltd., Higher Education Press, Beijing, China
340
days
Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva–Wang-type framework
AuthorsJulia Ackermann; Thomas Kruse; Mikhail Urusov
Affiliations1. Department of Mathematics & Informatics, University of Wuppertal, Wuppertal, Germany; 2. Faculty of Mathematics, University of Duisburg-Essen, Essen, Germany
371
days
Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs
AuthorsShuaijie Qian; Jintao Li
Affiliations1. Department of Mathematics, The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong; 2. Finance and Financial Risk Management, NUS (Chongqing) Research Institute, Chongqing, China
129
days
Strategic informed trading and the value of private information
AuthorsScott Robertson; Michail Anthropelos
Affiliations1. Questrom School of Business, Boston University, Boston, USA; 2. Department of Banking and Financial Management, University of Piraeus, Piraeus, Greece
195
days
The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion and its applications in hedging strategy
AuthorsMahdieh Tahmasebi
Affiliations1. Department of Applied Mathematics, Tarbiat Modares university, Jalale Ale-Ahmad, Tehran, Iran
238
days
Fare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing
AuthorsBurak Aydın; Emre Parmaksız; Ronnie Sircar
Affiliations1. Department of Operations Research & Financial Engineering, Princeton University, Princeton, USA; 2. Department of Mathematics, Massachusetts Institute of Technology, Princeton, USA
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SampleLatest 5 valid paper samples from 2026
Average review96.4 days
Median77 days