American Capped Call Options on Dividend-Paying Assets(Matlab)

Original Paper Link: https://www.jstor.org/stable/pdf/2962227.pdf 

Left Pdf concludes: Matlab Code, such as:

1 Binomial method Code

2 LBA: Approximation based on the lower bound Code

3 LUBA: Approximation based on the lower and upper bound

The moving-eigenvalue method: hitting time for Itô processes and moving boundaries(Matlab)

Original Paper Link: https://iopscience.iop.org/article/10.1088/1751-8121/ab9c59 

Left Pdf concludes: 1. Theoretical Derivation (Step by Step)

2. Matlab Code

Report of portfolio optimization under min-max rule and asymmetric risk measure(Python)

Left Pdf concludes: 1. Theory 

2. Python Code

Optimal pairs trading with dynamic mean-variance objective

Original Paper Link: https://link.springer.com/article/10.1007/s00186-021-00751-z 

Left Pdf concludes: Theoretical Derivation (Step by Step)

Optimal Pairs Trading with Time-Varying Volatility(Matlab)

Original Paper Link: https://arxiv.org/abs/2111.02834 

Left Pdf concludes: 1. Theoretical Derivation (Step by Step)

2. Matlab Code: Finite difference

Econometrics with Privacy Preservation

Original Paper Link:

 https://pubsonline.informs.org/doi/abs/10.1287/opre.2018.1834 

Left Pdf concludes: Theoretical Derivation 

On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing

Original Paper Link:

 https://projecteuclid.org/journals/bernoulli/volume-22/issue-1/On-empirical-distribution-function-of-high-dimensional-Gaussian-vector-components/10.3150/14-BEJ659.full 

Left Slide

Group Sparse Optimization via l_{p,q} Regularization (JMLR)

Original Paper Link:

 https://jmlr.org/papers/v18/15-651.html 

Left Pdf concludes: Theoretical Derivation