25 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Risk Engineering (Bulgaria)BG2 papers
- Aisin (United States)US1 paper
- Amirkabir University of TechnologyIR1 paper
- Berkeley CollegeUS1 paper
- Bexley HallUS1 paper
- Booth University CollegeCA1 paper
- Deutsches Zentrum für Luft- und Raumfahrt e. V. (DLR)DE1 paper
- Ferdowsi University of MashhadIR1 paper
- Institute for Security StudiesKE1 paper
- K. N. Toosi University of TechnologyIR1 paper
- National Tsing Hua UniversityTW1 paper
- Simon Fraser UniversityCA1 paper
Showing 2023Show all
2 papers · 1 filter
q-fin.PM2023
Robust Trading in a Generalized Lattice Market
Chung-Han Hsieh, Xin-Yu Wang
This paper introduces a novel robust trading paradigm, called \textit{multi-double linear policies}, situated within a \textit{generalized} lattice market. Distinctively, our frame…
quant-ph2023★ 18 cited
Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors
Titos Matsakos, Stuart Nield
Monte Carlo (MC) simulations are widely used in financial risk management, from estimating value-at-risk (VaR) to pricing over-the-counter derivatives. However, they come at a sign…