Quantitative Finance
F-series
Date：
Number：CARF-F-576
Working Papers
Detailed Search
Items 1 to 50 of 652
Quantitative Finance
F-series
Date：
Number：CARF-F-575
Multi-agent Robust Optimal Investment Problem in Incomplete Market
Macrofinance
F-series
Date：
Number：CARF-F-574
Financial Innovations, Taxes, and the Growth of Finance
The Financial System
F-series
Date：
Number：CARF-F-573
Preventing Global Catastrophes
The Financial System
F-series
Date：
Number：CARF-F-572
State Ownership, Political Connection, and Innovation Subsidies in China
Quantitative Finance
F-series
Date：
Number：CARF-F-571
Equilibriummulti-agent model with heterogeneous views on fundamental risks (Forthcoming in Automatica)
Macrofinance
F-series
Date：
Number：CARF-F-570
Evidence on Price Stickiness in Japan
The Financial System
F-series
Date：
Number：CARF-F-569
Environmental Concerns and Heterogeneity in the Global Commons
Quantitative Finance
F-series
Date：
Number：CARF-F-568
A model-free approximation for barrier options in stochastic volatility framework
The Financial System
F-series
Date：
Number：CARF-F-567
The Effect of Framing in Sealed-Bid Auctions: Theory and Experiments
Quantitative Finance
F-series
Date：
Number：CARF-F-566
A Dynamic Analysis of the Bank of Japan’s ETF/REIT Purchase Program (Forthcoming in “Expert Systems With Applications”)
Macrofinance
F-series
Date：
Number：CARF-F-565
Oligopolistic Competition, Price Rigidity, and Monetary Policy
Quantitative Finance
F-series
Date：
Number：CARF-F-564
A lower bound for the volatility swap in the lognormal SABR model “Forthcoming in Axioms”
Quantitative Finance
F-series
Date：
Number：CARF-F-563
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
Quantitative Finance
F-series
Date：
Number：CARF-F-562
Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations (Forthcoming in ESAIM: Control, Optimisation and Calculus of Variations) (Revised version of CARF-F-545)
Quantitative Finance
F-series
Date：
Number：CARF-F-561
Multi-Agent Model Based Proactive Risk Management For Equity Investment (Forthcoming in “Engineering Applications of Artificial Intelligence”)
Quantitative Finance
F-series
Date：
Number：CARF-F-560
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Forthcoming in “Partial Differential Equations and Applications”)(Revised version of CARF-F-547)
Quantitative Finance
F-series
Date：
Number：CARF-F-559
Mean-field equilibrium price formation with exponential utility
Quantitative Finance
F-series
Date：
Number：CARF-F-558
Optimal Loan Portfolio under Regulatory and Internal Constraints “Forthcoming in International Journal of Financial Engineering”
Quantitative Finance
F-series
Date：
Number：CARF-F-557
Online supplement for “Equilibrium multi-agent model with heterogeneous views on fundamental risks”
The Financial System
F-series
Date：
Number：CARF-F-556
Free-Rider Problem and Commitment
Macrofinance
F-series
Date：
Number：CARF-F-555
Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises
The Financial System
F-series
Date：
Number：CARF-F-554
Personal Guarantees on Bank Loans and SMEs’ CEO Succession
Quantitative Finance
F-series
Date：
Number：CARF-F-553
Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility
Macrofinance
F-series
Date：
Number：CARF-F-552
The Demand for Money at the Zero Interest Rate Bound
Quantitative Finance
F-series
Date：
Number：CARF-F-551
A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Quantitative Finance
F-series
Date：
Number：CARF-F-550
Big data applications with theoretical models and social media in financial management
The Financial System
F-series
Date：
Number：CARF-F-549
Social interaction and epistemology in information elicitation
The Financial System
F-series
Date：
Number：CARF-F-548
Honesty and Epistemological Implementation of Social Choice Functions with Asymmetric Information
Quantitative Finance
F-series
Date：
Number：CARF-F-547
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coefficients
Macrofinance
F-series
Date：
Number：CARF-F-546
Heterogeneous Risk Attitudes and Waves of Infection
Quantitative Finance
F-series
Date：
Number：CARF-F-545
Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations
Quantitative Finance
F-series
Date：
Number：CARF-F-544
Forward start volatility swaps in rough volatility models
Quantitative Finance
F-series
Date：
Number：CARF-F-543
A state space modeling for proactive management in equity investment “Forthcoming in International Journal of Financial Engineering”
Macrofinance
F-series
Date：
Number：CARF-F-542
COVID-19 and Suicide in Japan
Macrofinance
F-series
Date：
Number：CARF-F-541
Understanding Cross-Country Heterogeneity in Health and Economic Outcomes during the COVID-19 Pandemic: A Revealed-Preference Approach
Macrofinance
F-series
Date：
Number：CARF-F-540
Cross-Regional Heterogeneity in Health and Economic Outcomes during the COVID-19 Pandemic: An Analysis of Japan
Macrofinance
F-series
Date：
Number：CARF-F-539
The Effects of Hosting the Olympic and Paralympic Games on COVID-19 in Tokyo: Ex-Ante Analyses
Macrofinance
F-series
Date：
Number：CARF-F-538
Going Cashless: Government’s Point Reward Program vs. COVID-19
The Financial System
F-series
Date：
Number：CARF-F-537
Controlling Funds Allocation for the War: The Experience of Japan in the Late 1930s
Quantitative Finance
F-series
Date：
Number：CARF-F-536
Moments of Maximum of Lévy Processes: Application to Barrier and Lookback Option Pricing
Macrofinance
F-series
Date：
Number：CARF-F-535
Estimating a Behavioral New Keynesian Model with the Zero Lower Bound
Quantitative Finance
F-series
Date：
Number：CARF-F-534
Portfolio optimization with choice of a probability measure (forthcoming in proceedings of IEEE CIFEr 2022)
Quantitative Finance
F-series
Date：
Number：CARF-F-533
Equilibrium Price Formation with a Major Player and its Mean Field Limit (Forthcoming in ESAIM: Control, Optimization and Calculus of Variations)(Revised version of CARF-F-509)
Quantitative Finance
F-series
Date：
Number：CARF-F-532
A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver (Journal of Computational Physics, published online 19 January 2022)
The Financial System
F-series
Date：
Number：CARF-F-531
FREE-RIDER PROBLEM AND SOVEREIGNTY PROTECTION
Macrofinance
F-series
Date：
Number：CARF-F-530
High-Frequency Identification of Monetary Policy Shocks in Japan (Revised version of CARF-F-502)(Forthcoming in the Japanese Economic Review)
Quantitative Finance
F-series
Date：
Number：CARF-F-529
Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium (Forthcoming in SIAM Journal on Financial Mathematics)
The Financial System
F-series
Date：
Number：CARF-F-528
The Medium-Term Impacts of the Global Financial Crisis
Macrofinance
F-series
Date：
Number：CARF-F-527