Artículos con órdenes de acceso público - Vadim LinetskyMás información
No disponibles en ningún lugar: 2
Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound
Y Nie, V Linetsky
Stochastic Models 36 (1), 1-19, 2020
Órdenes: US National Science Foundation
Long-term factorization in Heath–Jarrow–Morton models
L Qin, V Linetsky
Finance and Stochastics 22 (3), 621-641, 2018
Órdenes: US National Science Foundation
Disponibles en algún lugar: 7
Long‐term risk: A martingale approach
L Qin, V Linetsky
Econometrica 85 (1), 299-312, 2017
Órdenes: US National Science Foundation
Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing
L Qin, V Linetsky
Operations Research 64 (1), 99-117, 2016
Órdenes: US National Science Foundation
Long forward probabilities, recovery, and the term structure of bond risk premiums
L Qin, V Linetsky, Y Nie
The Review of Financial Studies 31 (12), 4863-4883, 2018
Órdenes: US National Science Foundation
Multivariate subordination of Markov processes with financial applications
R Mendoza‐Arriaga, V Linetsky
Mathematical Finance 26 (4), 699-747, 2016
Órdenes: US National Science Foundation
High frequency automated market making algorithms with adverse selection risk control via reinforcement learning
M Zhao, V Linetsky
Proceedings of the second ACM international conference on AI in finance, 1-9, 2021
Órdenes: US National Science Foundation
Portfolio Selection: A Statistical Learning Approach
Y Peng, V Linetsky
Proceedings of the Third ACM International Conference on AI in Finance, 257-263, 2022
Órdenes: US National Science Foundation
Long-term factorization of affine pricing kernels
L Qin, V Linetsky
Mathematics and Financial Economics 11, 479-498, 2017
Órdenes: US National Science Foundation
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