Applied Mathematical Finance
Double Deep Q-Learning for Optimal Execution
Volume 28, Issue 4, September 2021, Page 361-380.
Applied Mathematical Finance
Risk Neutral Jump Arrival Rates Implied in Option Prices and Their Models
Volume 28, Issue 3, July 2021, Page 201-235.
Applied Mathematical Finance
Structural Clustering of Volatility Regimes for Dynamic Trading Strategies
Volume 28, Issue 3, July 2021, Page 236-274.
Applied Mathematical Finance
Trading Signals in VIX Futures
Volume 28, Issue 3, July 2021, Page 275-298.