2025 Q1 季度研究归档¶
本页是自动生成的书目与原始链接归档；自动筛选不等于编辑认可，也不评价作者结论或构成投资建议。
- 覆盖期间：2025-01-01 至 2025-03-31
- 原始收录：338
- 自动筛选记录：3
- 筛选来源：2
- 经审计来源归档：4
- 归档来源：2
主题分布¶
- 波动率与隐含波动率曲面：2
- 金融机器学习：2
- 研究方法与稳健性：1
自动筛选记录¶
- 2025-03-10 — Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration · Journal of Futures Markets · 波动率与隐含波动率曲面
- 2025-02-24 — Pricing and calibration in the 4-factor path-dependent volatility model · arXiv Quantitative Finance History · 波动率与隐含波动率曲面、金融机器学习
- 2025-02-17 — A deep BSDE approach for the simultaneous pricing and delta-gamma hedging of large portfolios consisting of high-dimensional multi-asset Bermudan options · arXiv Quantitative Finance History · 金融机器学习、研究方法与稳健性
经审计来源归档¶
本节完整列出配置为季度归档的已审计来源；仅表示元数据与原始链接已接入，不代表内容质量或策略有效性背书。
- 2025-03-14 — Asymmetric Volatility as a Mixture of Multiple Components: Factorization using Artificial Market Simulations · JPX official working-paper index
- 2025-03-03 — Guidelines for building a realistic algorithmic trading market simulator for backtesting while incorporating market impact: Agent-Based Strategies in Neural Network Format, Ecosystem Dynamics & Detection · Oxford-Man-affiliated Crossref metadata
- 2025-01-20 — Tail Risk Index based on Nikkei 225 Options · JPX official working-paper index
- 2025-01-20 — Migration to New Margin Calculation Method (JSCC-VaR) in Listed Financial Derivatives Brief Overview and Impact Analysis · JPX official working-paper index