Recent Papers
- Deciphering bankruptcy risk in fintech firms: exploring key factors and implications
- Author Index Volume 27 (2024)
- Merged LSTM-MLP for option valuation
- Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks
- Skin in the game: risk analysis of central counterparties
- Timing minimum-variance investment in the Canadian stock market
- Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?
- Dynamic Inventory Management with Mean-Field Competition
- Digital money and finance: a critical review of terminology
- Till def(ault) do us part: reassessing counterparty risk between global systemically important banks and central counterparties
- Examining intersector risk synchronization in the Indian stock market: evidence from a time-varying connectedness approach
- The non-linear ESG premium
- Reinforcement Learning for Optimal Execution When Liquidity Is Time-Varying
- Enhanced indexation: can volatility timing improve portfolio performance?
- A WIND-DEPENDENT SELF-EXCITING ELECTRICITY SPOT PRICE MODEL
- A PRINCIPAL–AGENT MODEL FOR OPTIMAL INCENTIVES IN RENEWABLE INVESTMENTS
- OPTION PRICE ASYMPTOTICS UNDER A STOCHASTIC VOLATILITY LÉVY MODEL WITH INFINITE ACTIVITY JUMPS
- Optimal Contracts for Delegated Order Execution
- A copula-based data augmentation strategy for the sensitivity analysis of extreme operational losses
- Hydrodynamics of Markets: Hidden Links between Physics and Finance
- Computing the SSR
- SET-VALUED INTRINSIC MEASURES OF SYSTEMIC RISK
- Survival analysis in credit risk management: a review study
- Uncertainty in the macroeconomic environment, corporate tax avoidance and corporate credit financing: evidence from high-tech listed companies in China
- Default risk in the era of environmental, social and governance ratings: a comparative analysis of divergence
