Alethograph
Search
Search
Dark mode
Light mode
Explorer
Tag: source/paper
71 items with this tag.
Mar 22, 2026
Hedging Valuation Adjustment - Fact and Friction
source/paper
Mar 22, 2026
The Cost of Hedging XVA
source/paper
Mar 22, 2026
CVA Sensitivities Hedging and Risk
source/paper
Mar 22, 2026
Exponential growth BSDE driven by a marked point process
source/paper
Mar 22, 2026
Generalized Schrödinger Bridge Matching
source/paper
Mar 22, 2026
Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding collateral and discounting
source/paper
Mar 22, 2026
The Recalibration Conundrum - Hedging Valuation Adjustment for Callable Claims
source/paper
Mar 22, 2026
Time discretization of BSDEs with singular terminal condition using asymptotic expansion
source/paper
Mar 22, 2026
Flow Matching for Generative Modeling
source/paper
Mar 22, 2026
Stochastic Interpolants A Unifying Framework for Flows and Diffusions
source/paper
Mar 22, 2026
Approximate Data Deletion from Machine Learning Models
source/paper
Mar 22, 2026
Certified Data Removal from Machine Learning Models
source/paper
Mar 22, 2026
Fair Machine Unlearning
source/paper
Mar 22, 2026
Fast Model Debias with Machine Unlearning
source/paper
Mar 22, 2026
Towards Making Systems Forget with Machine Unlearning
source/paper
Mar 22, 2026
A Unified Risk-Averse Framework for XVAs and Hedging Costs
source/paper
Mar 22, 2026
Certified Machine Unlearning via Noisy Stochastic Gradient Descent
source/paper
Mar 22, 2026
A Survey of the Schrödinger Problem and Some of Its Connections with Optimal Transport
source/paper
Mar 22, 2026
On the Relation Between Optimal Transport and Schrödinger Bridges
source/paper
Mar 22, 2026
A brief review of the Deep BSDE method for solving high-dimensional partial differential equations
source/paper
Mar 22, 2026
Backward Deep BSDE Methods and Applications to Nonlinear Problems
source/paper
Mar 22, 2026
Arbitrage-Free Pricing of XVA - Part I Framework and Explicit Examples
source/paper
Mar 22, 2026
Arbitrage-Free Pricing of XVA - Part II PDE Representation and Numerical Analysis
source/paper
Mar 22, 2026
Multi-Layer Deep xVA - Structural Credit Models, Measure Changes and Convergence Analysis
source/paper
Mar 22, 2026
Notes on Backward Stochastic Differential Equations for Computing XVA
source/paper
Mar 22, 2026
Deep xVA Solver - A Neural Network Based Counterparty Credit Risk Management Framework
source/paper
Mar 22, 2026
A note on vague convergence of measures
source/paper
Mar 22, 2026
Renyi Differential Privacy
source/paper
Mar 22, 2026
The Algorithmic Foundations of Differential Privacy
source/paper
Mar 22, 2026
Certified Unlearning for Neural Networks
source/paper
Mar 22, 2026
Renyi Divergence and Kullback-Leibler Divergence
source/paper
Mar 22, 2026
Contraction of E-gamma Divergence and Its Applications to Privacy
source/paper
Mar 22, 2026
Reducing Reliance on Spurious Features in Medical Image Classification with Spatial Specificity
source/paper
Mar 22, 2026
A Survey of Machine Unlearning
source/paper
Mar 22, 2026
Debiasing Skin Lesion Datasets and Models Not So Fast
source/paper
Mar 22, 2026
A Case for Reframing Automated Medical Image Classification as Segmentation
source/paper
Mar 22, 2026
Towards Unbounded Machine Unlearning
source/paper
Mar 22, 2026
Towards Certified Unlearning for Deep Neural Networks
source/paper
Mar 22, 2026
Remember What You Want to Forget Algorithms for Machine Unlearning
source/paper
Mar 22, 2026
Towards Certified Shortcut Unlearning in Medical Imaging
source/paper
Mar 22, 2026
The almost sure Skorokhod representation for subsequences in nonmetric spaces
source/paper
Mar 22, 2026
Probability on Submetric Spaces
source/paper
Mar 22, 2026
Optimal Financial Transaction Taxes
source/paper
Mar 22, 2026
Asymptotic Expansions as Control Variates for Deep Solvers to Fully-Coupled FBSDEs
source/paper
Mar 22, 2026
Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance
source/paper
Mar 22, 2026
Convergence of Deep Fictitious Play for Stochastic Differential Games
source/paper
Mar 22, 2026
Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games
source/paper
Mar 22, 2026
Solving High-Dimensional Partial Differential Equations Using Deep Learning
source/paper
Mar 22, 2026
Dynamic Trading with Predictable Returns and Transaction Costs
source/paper
Mar 22, 2026
Portfolio Choice and Pricing in Illiquid Markets
source/paper
Mar 22, 2026
A Multi-agent Targeted Trading Equilibrium with Transaction Costs
source/paper
Mar 22, 2026
Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
source/paper
Mar 22, 2026
Equilibrium Asset Pricing with Transaction Costs
source/paper
Mar 21, 2026
Asset Pricing with General Transaction Costs
source/paper
Mar 21, 2026
Asset Pricing with Heterogeneous Beliefs and Illiquidity
source/paper
Mar 21, 2026
Equilibrium Returns with Transaction Costs
source/paper
Mar 21, 2026
Transaction Tax in a General Equilibrium Model
source/paper
Mar 21, 2026
Vague convergence and method of moments for random metric measure spaces
source/paper
Mar 21, 2026
Vague and basic convergence of signed measures
source/paper
Mar 21, 2026
Effective weak and vague convergence of measures on the real line
source/paper
Mar 21, 2026
Vague and weak convergence of signed measures
source/paper
Mar 21, 2026
Portmanteau theorem for unbounded measures
source/paper
Mar 21, 2026
Tweedie's Formula and Selection Bias
source/paper
Mar 21, 2026
Diffusion Schrödinger Bridge Matching
source/paper
Mar 21, 2026
Score-Based Generative Modeling through Stochastic Differential Equations
source/paper
Mar 21, 2026
Improved Denoising Diffusion Probabilistic Models
source/paper
Mar 21, 2026
Flow Straight and Fast
source/paper
Mar 21, 2026
Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling
source/paper
Mar 21, 2026
Random-Bridges as Stochastic Transports for Generative Models
source/paper
Mar 21, 2026
Connecting Brownian and Poisson Random Bridges with Rectified Flows
source/paper
Mar 21, 2026
Paper Template
source/paper