Zamrik.com https://validator.w3.org/feed/docs/rss2.html Bridging Technical Analysis and Order-Flow Microstructure: A Quantitative Framework Five-Type Queue-Reactive Hawkes Simulation for Futures Price Discovery The Two-Player War of Attrition on a Bivariate Diffusion: A Free Boundary PDE Approach Accountability Collapse under Wealth Growth: A Stochastic Control Problem with Integral Equations The Controlled Symbol: Pseudo-Differential Operators, HJB Duality, and Spatially Varying Regularity Forward Rate Dynamics in the Langevin-Zamrik Framework: HJM Structure and Inertial SPDEs Forward Rate Derivatives Pricing under the Langevin-Zamrik Model Wealth Stratification, Norm Contagion, and Institutional Capture: An Agent-Based Model of Endogenous Accountability Collapse Optimal Dividends with a Resurrection Option in the Cramér–Lundberg Model Robust Israeli Options with Finite Maturity: A Hamilton-Jacobi-Isaacs Approach under Drift Ambiguity Brownian Local Time, Tanaka’s Formula, and the Quantum Delta Potential Order Book Dynamics and Price Impact in Limit Order Markets Hawkes Process Models for High-Frequency Trade Arrivals Market Making Under Inventory Risk with Adverse Selection Optimal Stopping and the Snell Envelope The Three-Player War of Attrition as a Dynkin Game A Stationary Mean Field Congestion Game on a Torus The Russian Option: Optimal Stopping on the Running Maximum and Peskir’s Maximality Principle Wishart Stochastic Volatility and the FTQR-Hawkes Bridge Last Passage Times, the Azéma–Yor Martingale, and Optimal Prediction of the Maximum A Huggett-Moll Mean Field Game with Mean-Reverting Kou Jump-Diffusion Productivity Russian Options: HJB and Reflected BSDE — Two Methods, One Price Surface Bond Pricing Under Inertial Interest Rate Dynamics: The Langevin-Zamrik PDE Insider Trading with Random Signal Arrival: A Kyle–Back Model with Poisson Revelation The Israeli Option: Doob-Meyer Decomposition and the Double Obstacle PDE Axial Dispersion as Elastic Diffusion: Micromixing in Tubular Reactors The Price of a Yaw: Optimal Deadbands and Filters for Wind-Turbine Yaw Control, Calibrated on SCADA Data Dividends When Capital Is Slow: de Finetti’s Problem with a Sticky Boundary Projected SOR, Penalty and Policy Iteration for Real-Options Variational Inequalities Queue-Reactive Dynamics on the Full Order-Book Profile Skew Brownian Motion: One Biased Site and the Asymmetry It Buys The Distribution of Growing Perpetuities and the Gordon Growth Formula Making a Market: the HJB a Naive Quoter Is Ignoring The Contact Field: Ray-Knight Laws and Reaction in a Distributed Reactive Medium What Does a Nonlinear Fokker–Planck Equation Buy a Mean Field Game? Littlewood’s Rule for a Home Battery A Leverage Cap on an Inconsistent Investor Diffusions with Stochastic Resetting The Derived Time Stop The Square-Root Wall Corrections Our standards About Zamrik Quant Research Contact Desks Goal or Blow-Up: The Odds for a Day-Trading Account Day-Trading P&L Calculator: One Day to One Year Will You Pass the Prop-Firm Challenge? Home Essays