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Pairs Trading: An Optimal Selling Rule with Constraints
In pairs trading, a long position is held in one stock while a short position is held in another.
Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts
A numerical study based on the Black-Scholes model and empirical tests based on market data for S\&P~500 and S&P/ASX~200 indices for 2020-2022 demonstrates the benefits of an EPS as an efficient investment insurance tool for superannuation accounts.
Vulnerable European and American Options in a Market Model with Optional Hazard Process
We study the upper and lower bounds for prices of European and American style options with the possibility of an external termination, meaning that the contract may be terminated at some random time.
Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon
All the results are different from those in the problem with fixed time horizon.
CA-PMG: Channel attention and progressive multi-granularity training network for fine-grained visual classification
For each feature map, the channel attention module is proposed to explore channel-wise correlation.
Fine-Grained Image Classification
Fine-Grained Visual Recognition
