Metadata Search Funding Data Link References Status API Help
Facet browsing currently unavailable
Page 1 of 2795 results
Sort by: relevance publication year
Showing results for ISSN matching 1469-7688

Calendar

JOURNAL ARTICLE published December 2010 in Quantitative Finance

https://doi.org/10.1080/14697688.2010.531102 Actions

Application of power series approximation techniques to valuation of European style options

JOURNAL ARTICLE published 3 April 2021 in Quantitative Finance

Authors: Nikolay Gudkov | Jonathan Ziveyi

https://doi.org/10.1080/14697688.2020.1809696 Actions

Nonlinear Option Pricing

JOURNAL ARTICLE published 2 January 2015 in Quantitative Finance

Authors: Tai-Ho Wang

https://doi.org/10.1080/14697688.2014.931594 Actions

Calendar

JOURNAL ARTICLE published 3 June 2015 in Quantitative Finance

https://doi.org/10.1080/14697688.2015.1024016 Actions

A Course on Rough Paths: With an Introduction to Regularity Structures

JOURNAL ARTICLE published 1 February 2021 in Quantitative Finance

Authors: Antoine Lejay

https://doi.org/10.1080/14697688.2020.1828611 Actions

Heterogeneous expectations and long-range correlation of the volatility of asset returns

JOURNAL ARTICLE published September 2011 in Quantitative Finance

Authors: J. Coulon | Y. Malevergne

https://doi.org/10.1080/14697688.2010.542771 Actions

Rebuilding the limit order book: sequential Bayesian inference on hidden states

JOURNAL ARTICLE published November 2013 in Quantitative Finance

Authors: Hugh L. Christensen | Richard E. Turner | Simon I. Hill | Simon J. Godsill

https://doi.org/10.1080/14697688.2013.851402 Actions

Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group

JOURNAL ARTICLE published May 2012 in Quantitative Finance

Authors: Emmanuel Bacry | Marc Hoffmann | Mathieu Rosenbaum

https://doi.org/10.1080/14697688.2012.684949 Actions

A clear reflection

JOURNAL ARTICLE published April 2005 in Quantitative Finance

https://doi.org/10.1080/14697680500148612 Actions

Gods and Robots: Myths, Machines, and Ancient Dreams of Technology

JOURNAL ARTICLE published 3 April 2019 in Quantitative Finance

Research funded by National Research Foundation of Korea (2016R1A2B3014030,NRF-2016R1D1A1B03930772) | the Korean Government (2017R1A5A1015626) | FP7 Ideas: European Research Council (307465-POLYTE) | Bijzonder Onderzoeksfonds (41/FA070300/3/FFB150337)

Authors: Sébastien Lleo

https://doi.org/10.1080/14697688.2019.1591632 Actions

Applications sought for book review editor from 2018

JOURNAL ARTICLE published 2 December 2017 in Quantitative Finance

https://doi.org/10.1080/14697688.2017.1400763 Actions

Semi-static hedging for certain Margrabe-type options with barriers

JOURNAL ARTICLE published July 2011 in Quantitative Finance

Authors: Michael Schmutz

https://doi.org/10.1080/14697688.2010.497494 Actions

A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics

JOURNAL ARTICLE published 2 December 2022 in Quantitative Finance

Research funded by European Union's Horizon 2020 research and innovation programme (871042)

Authors: Danilo Vassallo | Giacomo Bormetti | Fabrizio Lillo

https://doi.org/10.1080/14697688.2022.2119159 Actions

Bond pricing when the short-term interest rate follows a threshold process

JOURNAL ARTICLE published December 2008 in Quantitative Finance

Authors: Wolfgang Lemke | Theofanis Archontakis

https://doi.org/10.1080/14697680701691451 Actions

Are Chinese warrants derivatives? Evidence from connections to their underlying stocks

JOURNAL ARTICLE published August 2013 in Quantitative Finance

Authors: Ke Tang | Changyun Wang

https://doi.org/10.1080/14697688.2012.740570 Actions

Calendar

JOURNAL ARTICLE published 3 June 2017 in Quantitative Finance

https://doi.org/10.1080/14697688.2017.1317969 Actions

Special Issue ofQuantitative Financeon ‘Commodities’

JOURNAL ARTICLE published December 2012 in Quantitative Finance

Authors: M. A. H. Dempster | Ke Tang

https://doi.org/10.1080/14697688.2012.755820 Actions

Canonical sectors and evolution of firms in the US stock markets

JOURNAL ARTICLE published 3 October 2018 in Quantitative Finance

Research funded by NSF (DGE-1144153,IIS-1247696,DMR-1719490,DMR-1312160)

Authors: Lorien X. Hayden | Ricky Chachra | Alexander A. Alemi | Paul H. Ginsparg | James P. Sethna

https://doi.org/10.1080/14697688.2018.1444278 Actions

Momentum and reversion in risk neutral martingale probabilities

JOURNAL ARTICLE published 4 May 2014 in Quantitative Finance

Authors: Dilip B. Madan

https://doi.org/10.1080/14697688.2014.896999 Actions

A perturbative approach to Bermudan options pricing with applications

JOURNAL ARTICLE published February 2013 in Quantitative Finance

Authors: Roberto Baviera | Lorenzo Giada

https://doi.org/10.1080/14697688.2011.589400 Actions
Feedback: support@crossref.org