Recent Papers
- 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
- An early-warning risk signals framework to capture systematic risk in financial markets
- Statistical Error Bounds for Weighted Mean and Median With Application to Robust Aggregation of Cryptocurrency Data
- The law of one price in quadratic hedging and mean–variance portfolio selection
- Neural Hawkes: non-parametric estimation in high dimension and causality analysis in cryptocurrency markets
- Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
- Semimartingale properties of a generalised fractional Brownian motion and its mixtures with applications in asset pricing
- Trade Execution Games in a Markovian Environment
- A model of financial bubbles and drawdowns with non-local behavioral self-referencing
- ON THE IMPLIED VOLATILITY OF EUROPEAN AND ASIAN CALL OPTIONS UNDER THE STOCHASTIC VOLATILITY BACHELIER MODEL
- Provisions and economic capital for credit losses†
- Multiperiod interval-based stochastic dominance with application to dynamic portfolios
- Bid-ask bounds for option prices: the two-tail distortion model
- Local sensitivity analysis of heating degree day and cooling degree day temperature derivative prices
- When order execution meets informed trading
- Enhancing organizational sustainability through human resource analytics: examining the moderating effect of organizational culture
- A framework of state-dependent utility optimisation with general benchmarks
- Fast and slow optimal trading with exogenous information
- OPTIMAL SELLING TIME OF A STOCK UNDER CAPITAL GAINS TAXES
- Pricing and calibration in the 4-factor path-dependent volatility model
- Issue Information
- Optimal bubble riding: a mean field game with varying entry times
- Ensemble learning for portfolio valuation and risk management
