量化前沿速递：CTA[20240807]

文章预览

机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices 商品指数衍生合约的微观和宏观模型评估 来源:ARXIV_20240805 [2] Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements 初始保证金要求下McKean预期向后随机微分方程的数值近似 来源:ARXIV_20240805 [3] SABR LIBOR market models SABR LIBOR市场模型 来源:ARXIV_20240806 [4] Neural Term Structure of Additive Process for Option Pricing 期权定价加性过程的神经项结构 来源:ARXIV_20240806 [5] Efficient simulation of the SABR model SABR模型的高效模拟 来源:ARXIV_20240806 [6] The indifference value of the weak information 弱信息的冷漠价 ………………………………