28 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Laboratoire de Mathématiques Blaise PascalFR2 papers
- Abu Dhabi Department of Education and KnowledgeAE1 paper
- Abu Dhabi UniversityAE1 paper
- Astronomical Institute of the Slovak Academy of SciencesSK1 paper
- Beihang UniversityCN1 paper
- Canberra HospitalAU1 paper
- Centre de Coopération Internationale en Recherche Agronomique pour le DéveloppementFR1 paper
- Centre de Recherche en Mathématiques de la DécisionFR1 paper
- Civil Aviation AuthorityGB1 paper
- Daiseung Medics (South Korea)KR1 paper
- École Nationale de la MétéorologieFR1 paper
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR1 paper
Showing 2023Show all
2 papers · 1 filter
q-fin.TR2023★ 1 cited
Reconciling Open Interest with Traded Volume in Perpetual Swaps
Ioannis Giagkiozis, Emilio Said
Perpetual swaps are derivative contracts that allow traders to speculate on, or hedge, the price movements of cryptocurrencies. Unlike futures contracts, perpetual swaps have no se…
math.PR2023
An optimal transport approach for the multiple quantile hedging problem
Cyril Bénézet, Jean-François Chassagneux, Mohan Yang
We consider the multiple quantile hedging problem, which is a class of partial hedging problems containing as special examples the quantile hedging problem (F{ö}llmer \& Leukert 19…