MATHEMATICAL FINANCE

作者Xuan Liu; Michel Gauthier

作者单位1. Nomura Securities Hong Kong Hong Kong SAR; 2. Nomura Securities Tokyo Japan

作者René Aïd; Salvatore Federico; Giorgio Ferrari; Neofytos Rodosthenous

作者单位1. Department of Economics Université Paris‐Dauphine, PSL Research University Paris France; 2. Dipartimento di Matematica Università di Bologna Bologna Italy; 3. Center for Mathematical Economics (IMW) Bielefeld University Bielefeld Germany; 4. Department of Mathematics University College London, London England UK

作者Christoph Schlegel; Mateusz Kwaśnicki; Akaki Mamageishvili

作者单位1. Flashbots Zurich Switzerland; 2. Department of Pure Mathematics Wroclaw University of Science and Technology Wroclaw Poland; 3. Offchain Labs Zurich Switzerland

作者Steven Campbell; Marcel Nutz

作者单位1. Department of Statistics Columbia University New York New York USA; 2. Department of Mathematics Columbia University New York New York USA

作者Jianjun Chen; Yongming Li; Ariel Neufeld

作者单位1. Division of Physics and Applied Physics, School of Physical and Mathematical Sciences Nanyang Technological University Singapore Singapore; 2. Department of Mathematics Texas A&M University College Station Texas USA; 3. Division of Mathematical Sciences, School of Physical and Mathematical Sciences Nanyang Technological University Singapore Singapore

作者Qinhan Duan; Yilun Song; Ruodu Wang; Jingping Yang; Ruixun Zhang

作者单位1. Department of Financial Mathematics Peking University Beijing China; 2. School of Insurance University of International Business and Economics Beijing China; 3. Department of Statistics and Actuarial Science University of Waterloo Waterloo Canada; 4. Laboratory for Mathematical Economics and Quantitative Finance, and Department of Financial Mathematics Peking University Beijing China; 5. School of Mathematical Sciences, Center for Statistical Science, Laboratory for Mathematical Economics and Quantitative Finance, and National Engineering Laboratory for Big Data Analysis and Applications Peking University Beijing China

作者David Landriault; Bin Li; Yuanyuan Zhang

作者单位1. Department of Statistics and Actuarial Science University of Waterloo Waterloo Ontario Canada

作者Peter Johnson; Jesper Lund Pedersen; Goran Peskir

作者单位1. Department of Mathematics The University of Manchester Manchester UK; 2. Department of Mathematical Sciences University of Copenhagen Copenhagen Denmark

作者Aleksandar Arandjelović; Pavel V. Shevchenko; Tomoko Matsui; Daisuke Murakami; Tor A. Myrvoll

作者单位1. Department of Mathematics ETH Zurich Zürich Switzerland; 2. Institute for Statistics and Mathematics Vienna University of Economics and Business Vienna Austria; 3. Department of Actuarial Studies and Business Analytics Macquarie University Sydney Australia; 4. LIMA Center Shenzhen Loop Area Institute Shenzhen China; 5. Department of Statistical Data Science Institute of Statistical Mathematics Tachikawa Japan; 6. Department of Electronic Systems Norwegian University of Science and Technology Trondheim Norway

作者Tiziano De Angelis; Caio César Graciani Rodrigues; Peter Tankov

作者单位1. School of Management and Economics, ESOMAS University of Turin and Collegio Carlo Alberto Turin Italy; 2. Department of Modeling and Engineering Risk and Complexity Scuola Superiore Meridionale Naples Italy; 3. CREST, ENSAE Institut Polytechnique de Paris Paris France