Recent Papers
- Tail risk aversion and backwardation of index futures
- Narrative triggers of information sensitivity
- Deep calibration with random grids
- CARBON RISK HEDGING: REDUCING PORTFOLIO CARBON RISK USING A BETA HEDGE RATIO
- Credit risk management: a systematic literature review and bibliometric analysis
- Characteristics of student loan credit recovery: evidence from a micro-level data set
- A modified CTGAN-plus-features-based method for optimal asset allocation
- PRICING AND HEDGING OF TEMPERATURE DERIVATIVES IN A MODEL WITH MEMORY
- MONETARY UTILITY FUNCTIONS ON [math] SPACES
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model
- Interactions between monetary and macroprudential policies
- Interactions between monetary and macroprudential policies
- Author Index Volume 26 (2023)
- Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules
- 15 years of Adjoint Algorithmic Differentiation (AAD) in finance
- 15 years of Adjoint Algorithmic Differentiation (AAD) in finance
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
- Asymptotics for short maturity Asian options in jump-diffusion models with local volatility
- Hedging with physical or cash settlement under transient multiplicative price impact
- THE JARROW AND TURNBULL SETTING REVISITED
- Issue Information
- Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
- Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms: evidence from southern European Union countries
- GPT's idea of stock factors
- GPT's idea of stock factors