Increment Variance Reduction Techniques with an Application to Multi-name Credit Derivatives Pierre RostanAlexandra RostanFrançois-Éric Racicot OriginalPaper 26 September 2018 Pages: 1 - 35
Estimating Non-stationary Common Factors: Implications for Risk Sharing Francisco CoronaPilar PoncelaEsther Ruiz OriginalPaper Open access 12 December 2018 Pages: 37 - 60
Invertibility and VAR Representations of Time-Varying Dynamic Stochastic General Equilibrium Models Maddalena Cavicchioli OriginalPaper 14 December 2018 Pages: 61 - 86
Estimation of STAR–GARCH Models with Iteratively Weighted Least Squares Murat Midiliç OriginalPaper 17 December 2018 Pages: 87 - 117
A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model Ahmad GolbabaiOmid Nikan OriginalPaper 02 February 2019 Pages: 119 - 141
Entropy and Efficiency of the ETF Market Lucio Maria CalcagnileFulvio CorsiStefano Marmi OriginalPaper 06 February 2019 Pages: 143 - 184
Static Hedges of Barrier Options Under Fast Mean-Reverting Stochastic Volatility Jeonggyu HuhJaegi JeonYong-Ki Ma OriginalPaper 12 March 2019 Pages: 185 - 210
Modeling Technique Based on the Ranges of Values: Implementation Using Conventional Regression Method Arthur YosefEli Shnaider OriginalPaper 27 March 2019 Pages: 211 - 230
Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method Xingyu YangJin’an HeYong Zhang OriginalPaper 10 April 2019 Pages: 231 - 251
Liquidity in Financial Networks Hitoshi Hayakawa OriginalPaper Open access 27 April 2019 Pages: 253 - 301
Comments on “Opinion Dynamics Driven by Various Ways of Averaging” Youzong XuYunfei Cao OriginalPaper 05 December 2018 Pages: 303 - 326
Reply on Comments on “Opinion Dynamics Driven by Various Ways of Averaging” by Youzong Xu and Yunfei Cao Ulrich Krause OriginalPaper 05 December 2018 Pages: 327 - 334
Bankruptcy Prediction Using Logit and Genetic Algorithm Models: A Comparative Analysis Leila BateniFarshid Asghari OriginalPaper 20 June 2016 Pages: 335 - 348
A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm Luís Lobato MacedoPedro GodinhoMaria João Alves OriginalPaper 09 December 2016 Pages: 349 - 381