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Results 1-10 of 33.
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
2020Implementing the rearrangement algorithm: An example from computational risk management
In: volume: 8, 2020, issue: 2, p. 1-28
Hofert, Marius
2020Financial bubbles: A study of co-explosivity in the cryptocurrency market
In: volume: 8, 2020, issue: 2, p. 1-14
Agosto, Arianna; Cafferata, Alessia
2020Hedging with liquidity risk under CEV diffusion
In: volume: 8, 2020, issue: 2, p. 1-12
Park, Sang-Hyeon; Lee, Kiseop
2020Systematic risk at the industry level: A case study of Australia
In: volume: 8, 2020, issue: 2, p. 1-14
Thang Cong Nguyen; Tan Ngoc Vu; Duc Hong Vo; McAleer, Michael
2020Risk and policy uncertainty on stock-bond return correlations: Evidence from the US markets
In: volume: 8, 2020, issue: 2, p. 1-16
Chiang, Thomas C.