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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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2 results for “countermonotonic”
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variablesq-fin.PR

The paper examines bounds for stop-loss payoffs using transformed random variables.

problem Bounding stop-loss payoffs for a difference of two random variables.
method Analyzes crossing points of cdfs of original and transformed random variables.
result Unique pairwise crossing points for mortality-linked securities under symmetric copulas.
stop-loss payoffsrandom variablescomonotoniccountermonotoniccrossing points
2025-08-18abs ↗pdf ↗