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.
195
days
The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion and its applications in hedging strategy
Authors
Mahdieh TahmasebiShow moreShow less
Affiliations
1. Department of Applied Mathematics, Tarbiat Modares university, Jalale Ale-Ahmad, Tehran, IranShow moreShow less
238
days
Fare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing
Authors
Burak Aydın; Emre Parmaksız; Ronnie SircarShow moreShow less
Affiliations
1. Department of Operations Research & Financial Engineering, Princeton University, Princeton, USA; 2. Department of Mathematics, Massachusetts Institute of Technology, Princeton, USAShow moreShow less
237
days
Terminal perturbation for McKean-Vlasov BSDE with regime switching and application to finance
Authors
Binyan Mei; Liangquan ZhangShow moreShow less
Affiliations
1. School of Mathematics, Renmin University of China, Beijing, ChinaShow moreShow less
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