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Almgren-Chriss Static Optimal Execution Trajectory

Binary-State Strategy — Best PnL With Post-Exit Cooldown

Best Single Trade in a Day

Best Trades With K Transactions and Fee

CRR Binomial Tree for an American Put

CRR Binomial Tree for a European Call

Bounded K Transactions: 2D DP for Maximum Profit

Multi-Strike Portfolio with Per-Strike Share Cap (Bounded Knapsack)

Best Realized PnL Bound Under K Disjoint Round-Trips with Per-Roundtrip Impact Cost

Discrete Bucket-Vega Hedge Allocator

Budgeted Whole-Share Portfolio

Implied Default Probability from a CDS Spread

Conditional Scenario-Tree Probability-Weighted PnL Aggregation

Count Regime Paths Satisfying Constraint

Credit Portfolio Expected Loss and Naive Unexpected Loss

Credit Portfolio MC Loss Distribution (Single-Factor Gaussian Copula)

Cumulative Default Probability from Marginal Hazard Rates: Term-Structure Composition

Sequenced Limit Orders — Earliest K-th Fire Day With Per-Order Threshold And Cooldown Gap

Edit Distance for Ticker-Symbol Mapping

Weighted Edit Distance with Per-Character Cost Matrices

Optimal Execution Trajectory Under Hard Per-Bucket Volume Caps

Minimum Cost Path Through a Grid

Maximum P&L Path Through a Grid

Post-Trade Impact Attribution Across Venues with a Cross-Venue Interaction

Jarrow-Rudd Binomial Tree for European Options

Jump Game II — Minimum Jumps to Reach Last Index

Budget-Constrained Ticker Selection (0/1 Knapsack)

Leisen-Reimer Binomial Tree for European Options

LGD Aggregation with Collateral Recovery Cascade

Linear Market-Impact Cost of a Child-Order Schedule

Longest Stair-Stepping Subsequence Of Cumulative-PnL Reports Under A Minimum-Gain Gate

Longest Sub-Window Beating a PnL Target via Monotonic-Stack on Prefix Sums

Marginal Default Probability from a Cumulative-PD Term Structure: Inverse Bootstrap

Maximum Cumulative Carry Under a Bounded Sign-Flip Budget

Maximum Realised Cumulative Return When Allowed To Skip At Most K Periods

Winning-Streak Counting — Maximum Disjoint Positive-Sum Runs of Minimum Length

Maximum Grid PnL Path With At-Most-K Cell Skips (Right/Down)

Max-Reward Sequence Alignment Across Trade-Action Streams

Maximum Total Reward From Timestamped Trade Candidates Under A Compliance Hold-Period Gap

Three-State Action Path — Max Cumulative Reward With Flat Per-Flip Switching Penalty

Max Sum of a Min-Step-Monotone Reward Subsequence (Stair-Step PnL Ceiling)

Minimum Cost for Train Travel Passes

Minimum Flips for Monotone Up-Day Pattern

Best Single Round-Trip Realized PnL Under a Minimum-Holding-Period Compliance Rule

Tear-Sheet Bucketing — Fewest Strictly-Positive-Sum Cover Chunks With Per-Block Length Cap

Multi-Period DP for Optimal Execution Under Impact and Risk

Multi-Period Impact P&L with Exponential Decay Between Periods

Optimal Cooldown Period Trades

Optimal Strike Allocation in Option Spread

Pairwise Rating-Transition Probability at Horizon: Single Entry of Markov Chain M^H

Partition Orders to Minimize Basis Mismatch

Pascal's Triangle Row in O(k) Space

Multi-Period Default Probability from a Rating-Transition Matrix

Whole-Share Portfolio Allocator under a Single-Name Cap

Pre-Trade Multi-Leg Impact Budget Check (Square-Root Model)

Multi-Step Rating Distribution Propagation: Markov Transition Forward H Steps

Sparse Vanilla Replication of an Exotic Payoff

Fit the Square-Root Market-Impact Coefficient by Weighted Least-Squares

Sticky Binary-State Strategy — Best PnL With Per-Flip Tax And Initial-State Anchor

Multi-Position Four-Greek P&L Attribution with Theta Decay

Iterative Tribonacci Number

Boyle Trinomial Tree for an American Put

CRR3 Trinomial Tree for a European Call

Two-Budget Strike-Premium Knapsack (Delta and Vega Caps)

Unique Paths with Obstacles

Vasicek ASRF Loss Rate

Weighted-Cost Edit Distance Between Trade-Action Paths