SL Theory in Quant Finance
The article presents a framework for using SturmLiouville theory in quantitative finance, suggesting its use in areas like credit risk modeling and portfolio optimization.
Featured in No. 78 on 12 Dec 2024 · 5 days after release
- Released
- 7 Dec 2024
- First featured
- No. 78 · 12 Dec 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5047749
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).