Original research Stochastic path-dependent volatility models for price–storage dynamics in natural gas markets and discrete-time swing option pricing 13 Jan 2026
Original research Policy gradient methods for optimal trade execution in limit order books 15 Dec 2025
Original research An efficient numerical method for pricing American options and their Greeks under the two-asset Kou jump-diffusion model 05 Nov 2025
Original research Robust financial calibration: a Bayesian approach for neural stochastic differential equations 04 Nov 2025
Original research Finite-difference solution ansatz approach in least-squares Monte Carlo 16 Oct 2025