| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees
|
Dong, Linjia
|
|
|
60 |
3 |
p. 1175-1196
|
article
|
| 2 |
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies
|
Saltari, Enrico
|
|
|
60 |
3 |
p. 1041-1054
|
article
|
| 3 |
A Pricing Method in a Constrained Market with Differential Informational Frameworks
|
Peñaloza, Ivan
|
|
|
60 |
3 |
p. 1055-1100
|
article
|
| 4 |
A Valid and Efficient Trinomial Tree for General Local-Volatility Models
|
Lok, U Hou
|
|
|
60 |
3 |
p. 817-832
|
article
|
| 5 |
Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents
|
Frerick, Leonhard
|
|
|
60 |
3 |
p. 1135-1154
|
article
|
| 6 |
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies
|
Waga, Mateus
|
|
|
60 |
3 |
p. 1-24
|
article
|
| 7 |
Euro Area Deflationary Pressure Index
|
Brugnolini, Luca
|
|
|
60 |
3 |
p. 883-900
|
article
|
| 8 |
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy
|
Zhan, Baoqiang
|
|
|
60 |
3 |
p. 861-882
|
article
|
| 9 |
Feature Screening in High Dimensional Regression with Endogenous Covariates
|
Hu, Qinqin
|
|
|
60 |
3 |
p. 949-969
|
article
|
| 10 |
Indicator Selection of Index Construction by Adaptive Lasso with a Generic ε-Insensitive Loss
|
Ye, Yafen
|
|
|
60 |
3 |
p. 971-990
|
article
|
| 11 |
Optimal Pricing of Climate Risk
|
Coleman, Thomas F.
|
|
|
60 |
3 |
p. 1101-1134
|
article
|
| 12 |
Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach
|
Kouaissah, Noureddine
|
|
|
60 |
3 |
p. 833-859
|
article
|
| 13 |
Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting
|
Kumar, Gourav
|
|
|
60 |
3 |
p. 991-1039
|
article
|
| 14 |
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms
|
Zhang, Zongxin
|
|
|
60 |
3 |
p. 901-923
|
article
|
| 15 |
Undirected and Directed Network Analysis of the Chinese Stock Market
|
Li, Binghui
|
|
|
60 |
3 |
p. 1155-1173
|
article
|
Journal description