Abstract: In this paper, a 3-player cooperative differential game with negative externalities is considered. We assume constant constraints on controls. For this game, a delta-characteristic function ...
Abstract: The Cramer-Rao lower bound (CRLB) is widely used in statistical signal processing as a benchmark to evaluate unbiased estimators. However, for some random variables, the probability density ...
This project implements a production-grade quantitative finance engine for Fourier-based option pricing, volatility surface calibration, and risk analytics. The engine exploits the characteristic ...
This repository is the official implementation of the paper entitled "PCF-GAN: generating sequential data via the characteristic function of measures on the path space". The characteristic function on ...
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