1. The Use of Partial Fractional Form of A-Stable Padé Schemes for the Solution of Fractional Diffusion Equation with Application in Option Pricing

   • H. Ghafouri
   • M. Ranjbar
   • A. Khani

   OriginalPaper 02 November 2019 Pages: 695 - 709

   

2. ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets

   • Vasilios N. Katsikis
   • Spyridon D. Mourtas

   BriefCommunication 29 October 2019 Pages: 711 - 721

   

3. Multiple Shooting Method for Solving Black–Scholes Equation

   • Somayeh Abdi-Mazraeh
   • Ali Khani
   • Safar Irandoust-Pakchin

   OriginalPaper 04 November 2019 Pages: 723 - 746

   

4. Forecasting with Second-Order Approximations and Markov-Switching DSGE Models

   • Sergey Ivashchenko
   • Semih Emre Çekin
   • Rangan Gupta

   OriginalPaper 04 November 2019 Pages: 747 - 771

   

5. An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection

   • Mårten Gulliksson
   • Stepan Mazur

   OriginalPaper Open access 18 November 2019 Pages: 773 - 794

   

6. Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters

   • Sanha Noh

   OriginalPaper 12 November 2019 Pages: 795 - 841

   

7. Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units

   • Georgios Digkas
   • Konstantinos Petridis
   • Ali Emrouznejad

   OriginalPaper 14 December 2019 Pages: 843 - 864

   

8. Fast Monte Carlo Simulation for Pricing Equity-Linked Securities

   • Hanbyeol Jang
   • Sangkwon Kim
   • Junseok Kim

   OriginalPaper 11 November 2019 Pages: 865 - 882

   

9. Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems

   • Karsten O. Chipeniuk

   OriginalPaper 11 December 2019 Pages: 883 - 928

   

10. Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean

    • Argimiro Arratia
    • Henryk Gzyl

    OriginalPaper 12 December 2019 Pages: 929 - 952

    

11. Degrees of Rationality in Agent-Based Retail Markets

    • Georgios Methenitis
    • Michael Kaisers
    • Han La Poutré

    OriginalPaper Open access 17 December 2019 Pages: 953 - 973

    

12. Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method

    • D. Th. Vezeris
    • C. J. Schinas
    • I. P. Karkanis

    OriginalPaper 17 December 2019 Pages: 975 - 1054

    

13. Liquidity Constraints for Portfolio Selection Based on Financial Volume

    • Eduardo Bered Fernandes Vieira
    • Tiago Pascoal Filomena

    OriginalPaper 12 December 2019 Pages: 1055 - 1077