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Results 1-10 of 134.
Year of PublicationTitleAuthor(s)
2020No-arbitrage principle in conic finance
In: volume: 8, 2020, issue: 2, p. 1-34
Vazifedan, Mehdi; Zhu, Qiji Jim
2020A Raroc valuation scheme for loans and its application in loan origination
In: volume: 8, 2020, issue: 2, p. 1-20
Engelmann, Bernd; Pham Ha
2020A multivariate Mmdel to quantify and mitigate cybersecurity risk
In: volume: 8, 2020, issue: 2, p. 1-20
Bentley, Mark; Stephenson, Alec; Toscas, Peter; Zhu, Zili
2020How does the volatility of volatility depend on volatility?
In: volume: 8, 2020, issue: 2, p. 1-18
Rømer, Sigurd Emil; Poulsen, Rolf
2020Estimating stochastic volatility under the assumption of stochastic volatility of volatility
In: volume: 8, 2020, issue: 2, p. 1-16
Alghalith, Moawia; Floros, Christos; Gillas, Konstantinos Gkillas
2020Price formation and optimal trading in intraday electricity markets with a major player
In: volume: 8, 2020, issue: 4, p. 1-21
Féron, Olivier; Tankov, Peter; Tinsi, Laura
2020First quarter chronicle of COVID-19: an attempt to measure governments' responses
In: volume: 8, 2020, issue: 4, p. 1-26
Şahin, Şule; Boado-Penas, María del Carmen; Constantinescu, Corina; Eisenberg, Julia; Henshaw, Kira; Hu, Maoqi; Wang, Jing; Zhu, Wei
2020Variations of particle swarm optimization for obtaining classification rules applied to credit risk in financial institutions of Ecuador
In: volume: 8, 2020, issue: 1, p. 1-14
Jimbo Santana, Patricia; Lanzarini, Laura; Bariviera, Aurelio Fernández
2020Implementing the rearrangement algorithm: An example from computational risk management
In: volume: 8, 2020, issue: 2, p. 1-28
Hofert, Marius
2020Quantile credibility models with common effects
In: volume: 8, 2020, issue: 4, p. 1-10
Wang, Wei; Wen, Limin; Yang, Zhixin; Yuan, Quan