Calibration of the Heston stochastic local volatility model : a finite volume scheme
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2021 |
Engelmann, Bernd |
A comparative performance evaluation of banking industry in Bangladesh : CAMEL rating approach
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2021 |
Ali, Md. Rostam |
Impact of COVID-19 pandemic on equity-oriented mutual funds : a preliminary analysis of Indian mutual funds industry
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2021 |
Shanmugam, Velmurugan Palaniappan |
Occupation times of Lévy processes
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2021 |
Wu, Lan |
Predicting economists : generating scenarios for stress testing future loss reserves
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2021 |
Breeden, Joseph L |
A federated interpretable scorecard and its application in credit scoring
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2021 |
Zheng, Fanglan |
Is the capital floating from Hong Kong to Mainland China smart?
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2021 |
He, Chengying |
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
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2021 |
Yen, Jerome |
Stock price prediction based on stock price synchronicity and deep learning
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2021 |
Jing, Nan |
Double barrier American put option pricing under uncertain volatility model
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2021 |
Zaineb, El Kharrazi |
Optimal trading : the importance of being adaptive
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2021 |
Bellani, Claudio |
Trading volume and serial correlation in crude oil futures returns
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2021 |
Wang, Hua |
Review of top five financial markets during the pandemic times
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2021 |
Awan, Tahir Mumtaz |
Do environmental taxes impede economic growth? : a comparison between China and India
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2021 |
Ahmad, Muhammad Ishfaq |
The study of mixed assets allocation based on Black-Litterman model
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2021 |
Lin, Jianwu |
Liquidity-free implied volatilities : an approach using conic finance
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2021 |
Michielon, Matteo |
Data-driven option pricing using single and multi-asset supervised learning
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2021 |
Goswami, Anindya |
Predicting the trend of stock index based on feature engineering and CatBoost model
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2021 |
Xu, Renzhe |
An analysis of COVID-19 impacts on S&P 500 and FinTech index
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2021 |
Chan, Calvin |
Day-of-the-week effect : a sectoral analysis of Pakistan stock exchange
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2021 |
Naz, Farah |