Is Part Of: Quantitative finance. Volume 18:Issue 4(2018) - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Is Part Of Quantitative finance. Volume 18:Issue 4(2018)

1. A multiple-curve Lévy forward rate model in a two-price economy. Issue 4 (3rd April 2018)

Authors:: Eberlein, Ernst; Gerhart, Christoph
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 537
Record Type:: Journal Article
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2. An agent-based model of corporate bond trading. Issue 4 (3rd April 2018)

Authors:: Braun-Munzinger, K.; Liu, Z.; Turrell, A. E.
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 591
Record Type:: Journal Article
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3. Analytic value function for optimal regime-switching pairs trading rules. Issue 4 (3rd April 2018)

Authors:: Bai, Yang; Wu, Lan
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 637
Record Type:: Journal Article
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4. Calendar. Issue 4 (3rd April 2018)

Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 535
Record Type:: Journal Article
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5. Call for Papers: Special Issue on 'AI and machine learning in finance'. Issue 4 (3rd April 2018)

Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 533
Record Type:: Journal Article
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6. COS method for option pricing under a regime-switching model with time-changed Lévy processes. Issue 4 (3rd April 2018)

Authors:: Tour, G.; Thakoor, N.; Khaliq, A. Q. M.; Tangman, D. Y.
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 673
Record Type:: Journal Article
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7. Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa's pricing formula. Issue 4 (3rd April 2018)

Authors:: De Marco, Stefano; Martini, Claude
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 609
Record Type:: Journal Article
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8. Multi-curve HJM modelling for risk management. Issue 4 (3rd April 2018)

Authors:: Sabelli, Chiara; Pioppi, Michele; Sitzia, Luca; Bormetti, Giacomo
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 563
Record Type:: Journal Article
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9. Optimal execution in Hong Kong given a market-on-close benchmark. Issue 4 (3rd April 2018)

Authors:: Frei, Christoph; Westray, Nicholas
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 655
Record Type:: Journal Article
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10. Option augmented density forecasts of market returns with monotone pricing kernel. Issue 4 (3rd April 2018)

Authors:: Beare, Brendan K.; Dossani, Asad
Journal:: Quantitative finance
Issue:: Volume 18:Issue 4(2018)
Page Start:: 623
Record Type:: Journal Article
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