Recent Papers
- A multiplier approach for nonparametric estimation of the extreme quantiles of compound frequency distributions
- Multi-period Mean–Variance Hedging Problem with Model Risk
- CHEERS TO ENHANCED PORTFOLIO PERFORMANCE: WINE AS A UNIQUE ASSET CLASS
- A dynamic method-of-moments copula model approach for market risk estimates
- PRICING GAME OPTIONS IN FINANCIAL MARKETS WITH DEFAULT: A DOUBLY REFLECTED BSDEs APPROACH
- Risk parity strategies with risk factors
- Realized skewness of oil price returns and the short-term predictability for exchange rate
- Machine learning and a Hamilton–Jacobi–Bellman equation for optimal decumulation: a comparison study
- Total value adjustment in a multicurrency framework with stochastic exchange rates and mean-reversion spreads
- Optimal portfolio choice with ESG considerations and asymmetric information
- On deep portfolio optimization with stocks, bonds and options
- Do bank complexities increase the risks? Insights from four Asian countries
- Agent-based modeling for decentralized autonomous organizations and decentralized finance
- Beneath the crypto currents: the hidden effect of crypto “whales”
- The role of banks’ digital transformation in operational risk management: evidence from China
- Risk measures associated with insurance losses in Ghana
- Crypto inverse-power options and fractional stochastic volatility
- Robust SME investment and financing under market frictions
- A methodological approach to the computational problems in the estimation of adjusted PIN model
- Issue Information
- Option pricing with a compound CARMA(p, q)-Hawkes
- Let’s speak the same language: a formally defined model to describe and compare payment system architectures
- Toward immediacy and continuity in money and finance?
- Fintech adoption and economic growth: exploring the global landscape
- How concentrated is the clearing ecosystem and how has it changed since 2007?
