arXiv q-fin.MF Mathematical Finance
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[2026-01-20 Tue (UTC), no new articles found for q-finMF Mathematical Finance]
January 20, 2026 at 6:56 AM
[2026-01-20 Tue (UTC), no new articles found for q-finMF Mathematical Finance]
Reposted by arXiv q-fin.MF Mathematical Finance
Hans Buehler, Blanka Horvath, Anastasis Kratsios, Yannick Limmer, Raeid Saqur: SANOS -- Smooth strictly Arbitrage-free Non-parametric Option Surfaces https://arxiv.org/abs/2601.11209 https://arxiv.org/pdf/2601.11209 https://arxiv.org/html/2601.11209
January 19, 2026 at 6:51 AM
Hans Buehler, Blanka Horvath, Anastasis Kratsios, Yannick Limmer, Raeid Saqur: SANOS -- Smooth strictly Arbitrage-free Non-parametric Option Surfaces https://arxiv.org/abs/2601.11209 https://arxiv.org/pdf/2601.11209 https://arxiv.org/html/2601.11209
Ryan Donnelly, Junhan Lin, Matthew Lorig: Optimal Liquidation of Perpetual Contracts https://arxiv.org/abs/2601.10812 https://arxiv.org/pdf/2601.10812 https://arxiv.org/html/2601.10812
January 19, 2026 at 6:51 AM
Ryan Donnelly, Junhan Lin, Matthew Lorig: Optimal Liquidation of Perpetual Contracts https://arxiv.org/abs/2601.10812 https://arxiv.org/pdf/2601.10812 https://arxiv.org/html/2601.10812
[2026-01-19 Mon (UTC), 1 new article found for q-finMF Mathematical Finance]
January 19, 2026 at 6:51 AM
[2026-01-19 Mon (UTC), 1 new article found for q-finMF Mathematical Finance]
Eunjung Noh: A continuous-time Kyle model with price-responsive traders https://arxiv.org/abs/2601.09872 https://arxiv.org/pdf/2601.09872 https://arxiv.org/html/2601.09872
January 16, 2026 at 6:52 AM
Eunjung Noh: A continuous-time Kyle model with price-responsive traders https://arxiv.org/abs/2601.09872 https://arxiv.org/pdf/2601.09872 https://arxiv.org/html/2601.09872
[2026-01-16 Fri (UTC), 1 new article found for q-finMF Mathematical Finance]
January 16, 2026 at 6:52 AM
[2026-01-16 Fri (UTC), 1 new article found for q-finMF Mathematical Finance]
Reposted by arXiv q-fin.MF Mathematical Finance
Masaaki Fukasawa: Martingale expansion for stochastic volatility https://arxiv.org/abs/2601.09324 https://arxiv.org/pdf/2601.09324 https://arxiv.org/html/2601.09324
January 15, 2026 at 6:40 AM
Masaaki Fukasawa: Martingale expansion for stochastic volatility https://arxiv.org/abs/2601.09324 https://arxiv.org/pdf/2601.09324 https://arxiv.org/html/2601.09324
[2026-01-15 Thu (UTC), no new articles found for q-finMF Mathematical Finance]
January 15, 2026 at 6:52 AM
[2026-01-15 Thu (UTC), no new articles found for q-finMF Mathematical Finance]
Reposted by arXiv q-fin.MF Mathematical Finance
Luwang, Sharma, Mukhia, Nurujjaman, Rai, Petroni, Rocha: Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets https://arxiv.org/abs/2601.08571 https://arxiv.org/pdf/2601.08571 https://arxiv.org/html/2601.08571
January 14, 2026 at 6:54 AM
Luwang, Sharma, Mukhia, Nurujjaman, Rai, Petroni, Rocha: Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets https://arxiv.org/abs/2601.08571 https://arxiv.org/pdf/2601.08571 https://arxiv.org/html/2601.08571
[2026-01-14 Wed (UTC), no new articles found for q-finMF Mathematical Finance]
January 14, 2026 at 6:53 AM
[2026-01-14 Wed (UTC), no new articles found for q-finMF Mathematical Finance]
Reposted by arXiv q-fin.MF Mathematical Finance
Yimeng Qiu: A Three--Dimensional Efficient Surface for Portfolio Optimization https://arxiv.org/abs/2601.06271 https://arxiv.org/pdf/2601.06271 https://arxiv.org/html/2601.06271
January 13, 2026 at 6:52 AM
Yimeng Qiu: A Three--Dimensional Efficient Surface for Portfolio Optimization https://arxiv.org/abs/2601.06271 https://arxiv.org/pdf/2601.06271 https://arxiv.org/html/2601.06271
Kim Weston: Universal basic income in a financial equilibrium https://arxiv.org/abs/2601.07626 https://arxiv.org/pdf/2601.07626 https://arxiv.org/html/2601.07626
January 13, 2026 at 6:51 AM
Kim Weston: Universal basic income in a financial equilibrium https://arxiv.org/abs/2601.07626 https://arxiv.org/pdf/2601.07626 https://arxiv.org/html/2601.07626
Khizar Qureshi, H. Oliver Gao: Emissions-Robust Portfolios https://arxiv.org/abs/2601.06507 https://arxiv.org/pdf/2601.06507 https://arxiv.org/html/2601.06507
January 13, 2026 at 6:51 AM
Khizar Qureshi, H. Oliver Gao: Emissions-Robust Portfolios https://arxiv.org/abs/2601.06507 https://arxiv.org/pdf/2601.06507 https://arxiv.org/html/2601.06507
[2026-01-13 Tue (UTC), 2 new articles found for q-finMF Mathematical Finance]
January 13, 2026 at 6:51 AM
[2026-01-13 Tue (UTC), 2 new articles found for q-finMF Mathematical Finance]
Reposted by arXiv q-fin.MF Mathematical Finance
Sri Sairam Gautam B: Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications https://arxiv.org/abs/2601.05290 https://arxiv.org/pdf/2601.05290 https://arxiv.org/html/2601.05290
January 12, 2026 at 6:51 AM
Sri Sairam Gautam B: Multi-Period Martingale Optimal Transport: Classical Theory, Neural Acceleration, and Financial Applications https://arxiv.org/abs/2601.05290 https://arxiv.org/pdf/2601.05290 https://arxiv.org/html/2601.05290
[2026-01-12 Mon (UTC), no new articles found for q-finMF Mathematical Finance]
January 12, 2026 at 6:51 AM
[2026-01-12 Mon (UTC), no new articles found for q-finMF Mathematical Finance]
Jean-Gabriel Attali: Analytic Regularity and Approximation Limits of Coefficient-Constrained Shallow Networks https://arxiv.org/abs/2601.04914 https://arxiv.org/pdf/2601.04914 https://arxiv.org/html/2601.04914
January 9, 2026 at 6:51 AM
Jean-Gabriel Attali: Analytic Regularity and Approximation Limits of Coefficient-Constrained Shallow Networks https://arxiv.org/abs/2601.04914 https://arxiv.org/pdf/2601.04914 https://arxiv.org/html/2601.04914
Jean-Gabriel Attali: Uniqueness of invariant measures as a structural property of markov kernels https://arxiv.org/abs/2601.04900 https://arxiv.org/pdf/2601.04900 https://arxiv.org/html/2601.04900
January 9, 2026 at 6:51 AM
Jean-Gabriel Attali: Uniqueness of invariant measures as a structural property of markov kernels https://arxiv.org/abs/2601.04900 https://arxiv.org/pdf/2601.04900 https://arxiv.org/html/2601.04900
Jinjun Liu, Ming-Yen Cheng: Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach https://arxiv.org/abs/2601.04608 https://arxiv.org/pdf/2601.04608 https://arxiv.org/html/2601.04608
January 9, 2026 at 6:51 AM
Jinjun Liu, Ming-Yen Cheng: Forecasting the U.S. Treasury Yield Curve: A Distributionally Robust Machine Learning Approach https://arxiv.org/abs/2601.04608 https://arxiv.org/pdf/2601.04608 https://arxiv.org/html/2601.04608
[2026-01-09 Fri (UTC), 3 new articles found for q-finMF Mathematical Finance]
January 9, 2026 at 6:51 AM
[2026-01-09 Fri (UTC), 3 new articles found for q-finMF Mathematical Finance]
Reposted by arXiv q-fin.MF Mathematical Finance
Xiangxin He, Fangda Liu, Ruodu Wang: Diversification Preferences and Risk Attitudes https://arxiv.org/abs/2601.04067 https://arxiv.org/pdf/2601.04067 https://arxiv.org/html/2601.04067
January 8, 2026 at 6:35 AM
Xiangxin He, Fangda Liu, Ruodu Wang: Diversification Preferences and Risk Attitudes https://arxiv.org/abs/2601.04067 https://arxiv.org/pdf/2601.04067 https://arxiv.org/html/2601.04067
Riley James Bendel: Sharp Transitions and Systemic Risk in Sparse Financial Networks https://arxiv.org/abs/2601.04096 https://arxiv.org/pdf/2601.04096 https://arxiv.org/html/2601.04096
January 8, 2026 at 6:52 AM
Riley James Bendel: Sharp Transitions and Systemic Risk in Sparse Financial Networks https://arxiv.org/abs/2601.04096 https://arxiv.org/pdf/2601.04096 https://arxiv.org/html/2601.04096
Bastien Baude, Damien Challet, Ioane Muni Toke: Optimal execution on Uniswap v2/v3 under transient price impact https://arxiv.org/abs/2601.03799 https://arxiv.org/pdf/2601.03799 https://arxiv.org/html/2601.03799
January 8, 2026 at 6:52 AM
Bastien Baude, Damien Challet, Ioane Muni Toke: Optimal execution on Uniswap v2/v3 under transient price impact https://arxiv.org/abs/2601.03799 https://arxiv.org/pdf/2601.03799 https://arxiv.org/html/2601.03799
[2026-01-08 Thu (UTC), 2 new articles found for q-finMF Mathematical Finance]
January 8, 2026 at 6:52 AM
[2026-01-08 Thu (UTC), 2 new articles found for q-finMF Mathematical Finance]
[2026-01-07 Wed (UTC), no new articles found for q-finMF Mathematical Finance]
January 7, 2026 at 6:57 AM
[2026-01-07 Wed (UTC), no new articles found for q-finMF Mathematical Finance]