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Quantitative Finance Model-based approach for scenario design: stress test severity and banks’ resiliency. By Paolo Nicola Barbieri, 3 years ago
Quantitative Finance Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets1. By Sigurd Emil RØmer, 3 years ago
Quantitative Finance Behavioral Finance and Your Portfolio: A Navigation Guide for Building WealthVolume 22, Issue 7, July 2022, Page 1229-1230. By Ernawati, 3 years ago
Quantitative Finance The Book of Alternative Data: A Guide for Investors, Traders and Risk Managers. By Matthew Dixon, 3 years ago
Quantitative Finance Deep differentiable reinforcement learning and optimal trading. By Thibault Jaisson, 3 years ago
Quantitative Finance Path-wise Monte Carlo simulation for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model. By Xiaobo Hu, 3 years ago
Quantitative Finance A generalized heterogeneous autoregressive model using market information. By Rodrigo Hizmeri, 3 years ago
Quantitative Finance Optimal asset allocation for outperforming a stochastic benchmark target. By Chendi Ni, 3 years ago
Quantitative Finance CorrectionVolume 22, Issue 7, July 2022, Page ei-ei. By tandf: Quantitative Finance: Table of Contents, 3 years ago