Mathematical Institute

Lévy-Ito Models in Finance

Bouzianis, G Hughston, L Jaimungal, S Sánchez-Betancourt, L (19 Jul 2019) http://arxiv.org/abs/1907.08499v5

Pricing with Variance Gamma Information

Hughston, L Sánchez-Betancourt, L (17 Mar 2020) http://arxiv.org/abs/2003.07967v2

Non-average price impact in order-driven markets

Bellani, C Brigo, D Pakkanen, M Sanchez-Betancourt, L (02 Oct 2021) http://arxiv.org/abs/2110.00771v2

Information-Based Trading

Bouzianis, G Hughston, L Sánchez-Betancourt, L (21 Jan 2022) http://arxiv.org/abs/2201.08875v4

Market Making with Exogenous Competition

Boyce, R Herdegen, M Sánchez-Betancourt, L (24 Jul 2024) http://arxiv.org/abs/2407.17393v1

Particle Denoising Diffusion Sampler

Phillips, A Dau, H Hutchinson, M De Bortoli, V Deligiannidis, G Doucet, A Proceedings of Machine Learning Research volume 235 40688-40724 (01 Jan 2024)

Differential equations for Carrollian amplitudes

Ruzziconi, R Stieberger, S Taylor, T Zhu, B Journal of High Energy Physics volume 2024 issue 9 (20 Sep 2024)

Song of the Week: Memphis Minnie and Kansas Joe McCoy - When the Levee Breaks

"If it keeps on rainin', levee's goin' to break..."

This song was made famous by Led Zeppelin, but the original was written by Memphis Minnie and Kansas Joe McCoy in 1929, two years after the Great Mississippi Flood of 1927 which killed hundreds and forced hundreds of thousands from their homes.

Trees and near-linear stable sets

Nguyen, T Scott, A Seymour, P (14 Sep 2024) http://arxiv.org/abs/2409.09397v1

Subdivisions and near-linear stable sets

Nguyen, T Scott, A Seymour, P (14 Sep 2024) http://arxiv.org/abs/2409.09400v2

Subscribe to