A Rough Instantaneous Squared VIX Model for Term Structure and Option Pricing
1 version
WS
Wen Su
cs.LGpanel count datastat.MLempirical processModels, Statisticalq-fin.MFreversed mean modelstat.MEterminal eventWasserstein distance
On Valency
published · living versionsPreprints & journals
15 papers in the corpus · 2018–2026Partially Linear Additive Reversed Mean Model for Panel Count Data With Informative Terminal Event.
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Generative estimation of conditional survival function.
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Deep Optimal Individualized Treatment Rules for Bivariate Survival Outcomes via Adaptive Prediction-Powered Learning
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Flexible semiparametric modeling with application to Causal Inference
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Learning Optimal Individualized Decision Rules with Conditional Demographic Parity
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Learning Optimal Distributionally Robust Individualized Treatment Rules Integrating Multi-Source Data
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Wasserstein GAN-based estimation for conditional distribution function with current status data.
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Efficient Estimation for Functional Accelerated Failure Time Model
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Conditional modeling of panel count data with partly interval-censored failure event.
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Semiparametric estimation and testing for panel count data with informative interval-censored failure event.
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Semi-supervised inference for nonparametric logistic regression.
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Nonparametric inference for reversed mean models with panel count data.
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Pricing Exchange Option Based on Copulas by MCMC Algorithm
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Volatility of S&P500: Estimation and Evaluation
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Robust estimation for panel count data with informative observation times and censoring times.
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