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Quantitative finance
MPRA Paper
46
Insurance / Mathematics & economics
25
Energy economics
20
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18
Journal of Multivariate Analysis
17
The journal of derivatives : JOD
17
International review of financial analysis
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Journal of banking & finance
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Insurance: Mathematics and Economics
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Journal of Risk and Financial Management
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SFB 649 Discussion Paper
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Balance Sheet
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International review of economics & finance : IREF
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Journal of Banking & Finance
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Statistics & Probability Letters
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International Journal of Financial Markets and Derivatives
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Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
Saved in:
2
A functional analysis approach to the static replication of European options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
Saved in:
3
The role of
derivatives
in hedge fund activism
Guo, Jie Michael
;
Gang, Jianhua
;
Hu, Nan
;
Utham, Vinay
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1531-1541
Persistent link: https://www.econbiz.de/10011913194
Saved in:
4
SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
Saved in:
5
The volatility risk premium in the oil market
Bouchouev, Ilia
;
Johnson, Brett
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1561-1578
Persistent link: https://www.econbiz.de/10013367929
Saved in:
6
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
7
Sovereign risk zones in Europe during and after the debt crisis
Arakelian, Veni
;
Dellaportas, Petros
;
Savona, Roberto
; …
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 961-980
Persistent link: https://www.econbiz.de/10012194735
Saved in:
8
Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
Saved in:
9
Vulnerability-CoVaR : investigating the crypto-market
Waltz, Martin
;
Singh, Abhay Kumar
;
Okhrin, Ostap
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1731-1745
Persistent link: https://www.econbiz.de/10013367943
Saved in:
10
On joint marginal expected shortfall and associated contribution risk measures
Pu, Tong
;
Zhang, Yifei
;
Zhang, Yiying
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 889-908
Persistent link: https://www.econbiz.de/10015050804
Saved in:
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