Discrete sine transform for multi-scale realized volatility measures
Quantitative Finance, Volume 0, Issue 0, Page 1-17, Ahead of Print.
View ArticlePricing of a reload employee stock option under severance risk
Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticlePanel data approach to identify factors correlated with equity market risk...
Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticleExchange rate and inflation risk premia in the EMU
Quantitative Finance, Volume 0, Issue 0, Page 1-25, Ahead of Print.
View ArticleTime-varying long-run mean of commodity prices and the modeling of futures...
Quantitative Finance, Volume 0, Issue 0, Page 1-10, Ahead of Print.
View ArticleOptimal stopping under model uncertainty and the regularity of lower Snell...
Quantitative Finance, Volume 0, Issue 0, Page 1-7, Ahead of Print.
View ArticleGeneral approximation schemes for option prices in stochastic volatility models
Quantitative Finance, Volume 0, Issue 0, Page 1-19, Ahead of Print.
View ArticleReal options with a double continuation region
Quantitative Finance, Volume 0, Issue 0, Page 1-11, Ahead of Print.
View ArticleThe times change: multivariate subordination. Empirical facts
Quantitative Finance, Volume 0, Issue 0, Page 1-9, Ahead of Print.
View ArticleFlexing the default barrier
Quantitative Finance, Volume 0, Issue 0, Page 1-15, Ahead of Print.
View ArticleRandom walk or a run. Market microstructure analysis of foreign exchange rate...
Quantitative Finance, Volume 0, Issue 0, Page 1-13, Ahead of Print.
View ArticleOn monitoring financial stress index with extreme value theory
Quantitative Finance, Volume 0, Issue 0, Page 1-11, Ahead of Print.
View ArticleMonitoring the board: should shareholders have direct proxy access?
Quantitative Finance, Volume 0, Issue 0, Page 1-8, Ahead of Print.
View ArticleEstimation of multiple period expected shortfall and median shortfall for...
Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
View ArticleCoupling index and stocks
Quantitative Finance, Volume 0, Issue 0, Page 1-14, Ahead of Print.
View ArticleTemperature models for pricing weather derivatives
Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticleAn extension of CreditGrades model approach with Lévy processes
Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
View ArticleDo industries contain predictive information for the FamaâFrench factors?
Quantitative Finance, Volume 0, Issue 0, Page 1-23, Ahead of Print.
View ArticleDiscovering stock dynamics through multidimensional volatility phases
Quantitative Finance, Volume 0, Issue 0, Page 1-18, Ahead of Print.
View ArticleTerm structure movements implicit in Asian option prices
Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
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