most citedLocal symmetry breaking and orbital glass behaviour in CoFe2O4

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q-fin.RM2026

Rough Martingale Optimal Transport: Theory, Implementation, and Regulatory Applications for Non-Modelable Risk Factors

Sri Sairam Gautam B., Isha

The Fundamental Review of the Trading Book (FRTB) poses a significant challenge for exotic derivatives pricing, particularly for non-modelable risk factors (NMRF) where sparse mark…