Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

15 years of Adjoint Algorithmic Differentiation (AAD) in finance: Label: en
On the impact of feeding cost risk in aquaculture valuation and decision making: Label: en
Risk factor aggregation and stress testing: Label: en
GPT's idea of stock factors: Label: en
On the pricing of capped volatility swaps using machine learning techniques: Label: en
Deep calibration with random grids: Label: en
Efficient option pricing in the rough Heston model using weak simulation schemes: Label: en
When to efficiently rebalance a portfolio: Label: en
Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS: Label: en
Path shadowing Monte Carlo: Label: en
Special issue of Quantitative Finance in honor of Michael Dempster's 85th birthday: Label: en
GDP-linked bonds as a new asset class: Label: en
A common shock model for multidimensional electricity intraday price modelling with application to battery valuation: Label: en
Neural network empowered liquidity pricing in a two-price economy under conic finance settings: Label: en
DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions: Label: en
FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs: Label: en
Higher order approximation of option prices in Barndorff-Nielsen and Shephard models: Label: en
FX Open Forward: Label: en
Quantum Machine Learning and Optimisation in Finance: Label: en
Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets: Label: en
Earnings mean reversion and dynamic optimal capital structure: Label: en
Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies: Label: en
Pricing airbag option via first passage time approach: Label: en
Regulating stochastic clocks§: Label: en
Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty: Label: en
On joint marginal expected shortfall and associated contribution risk measures: Label: en
Consistent curves in the -world: optimal bonds portfolio: Label: en
Valuation and hedging of cryptocurrency inverse options: Label: en
ESG risk exposure: a tale of two tails: Label: en
Optimal trading and competition with information in the price impact model: Label: en
Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets: Label: en
Neural network approach to portfolio optimization with leverage constraints: a case study on high inflation investment: Label: en
Mean-variance portfolio with wealth and volatility dependent risk aversion: Label: en
Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning: Label: en
Cross-section without factors: a string model for expected returns: Label: en
Interest rate convexity in a Gaussian framework: Label: en
Optimal reinsurance under a new design: two layers and multiple reinsurers: Label: en
Dynamic partial (co)variance forecasting model: Label: en
The contagion of extreme risks between fossil and green energy markets: evidence from China: Label: en
A study on asset price bubble dynamics: explosive trend or quadratic variation?: Label: en
Risk management under weighted limited expected loss: Label: en
Deep learning for enhanced index tracking: Label: en
Do price trajectory data increase the efficiency of market impact estimation?: Label: en
Optimal operation of a hydropower plant in a stochastic environment: Label: en
Narrative triggers of information sensitivity: Label: en
Interactions between monetary and macroprudential policies: Label: en
A modified CTGAN-plus-features-based method for optimal asset allocation: Label: en
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity: Label: en
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility: Label: en
A static replication approach for callable interest rate derivatives: mathematical foundations and efficient estimation of SIMM–MVA: Label: en