Quantitative Finance
Cryptocurrency factor momentum
Volume 23, Issue 12, December 2023, Page 1853-1869.
Quantitative Finance
Principled pasting: attaching tails to risk-neutral probability density functions recovered from option prices
Volume 23, Issue 12, December 2023, Page 1751-1768.
Quantitative Finance
Dynamic core-satellite investing using higher order moments: an explicit solution
Volume 23, Issue 12, December 2023, Page 1815-1831.
Quantitative Finance
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality
Volume 23, Issue 11, November 2023, Page 1637-1658.
Quantitative Finance
Quantum-inspired variational algorithms for partial differential equations: application to financial derivative pricing
Volume 24, Issue 1, January 2024, Page 1-11.
Quantitative Finance
Household financial health: a machine learning approach for data-driven diagnosis and prescription
Volume 23, Issue 11, November 2023, Page 1565-1595.
Quantitative Finance
A transform-based method for pricing Asian options under general two-dimensional models
Volume 23, Issue 11, November 2023, Page 1677-1697.
Quantitative Finance
On prices and returns in commercial prediction markets
Volume 23, Issue 11, November 2023, Page 1699-1712.