1. An Expanded Local Variance Gamma Model

   • P. Carr
   • A. Itkin

   OriginalPaper 09 June 2020 Pages: 949 - 987

   

2. On the Extension of the Kiyotaki and Wright model to Transformable Goods

   • Sacha Bourgeois-Gironde
   • Marcin Czupryna

   OriginalPaper Open access 12 June 2020 Pages: 989 - 1014

   

3. Exploring Option Pricing and Hedging via Volatility Asymmetry

   • Isabel Casas
   • Helena Veiga

   OriginalPaper 22 June 2020 Pages: 1015 - 1039

   

4. Multi-Factor RFG-LSTM Algorithm for Stock Sequence Predicting

   • Zhi Su
   • Heliang Xie
   • Lu Han

   OriginalPaper 26 June 2020 Pages: 1041 - 1058

   

5. Variance Swaps with Deterministic and Stochastic Correlations

   • Ah-Reum Han
   • Jeong-Hoon Kim
   • See-Woo Kim

   OriginalPaper 29 June 2020 Pages: 1059 - 1092

   

6. Nonparanormal Structural VAR for Non-Gaussian Data

   • Aramayis Dallakyan

   OriginalPaper 01 July 2020 Pages: 1093 - 1113

   

7. Two-Sided Matching with Indifferences: Using Heuristics to Improve Properties of Stable Matchings

   • Christian Haas

   OriginalPaper Open access 01 July 2020 Pages: 1115 - 1148

   

8. Entropy of Graphs in Financial Markets

   • Chun-Xiao Nie
   • Fu-Tie Song

   OriginalPaper 02 July 2020 Pages: 1149 - 1166

   

9. Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance

   • Daiki Maki
   • Yasushi Ota

   OriginalPaper 16 July 2020 Pages: 1167 - 1182

   

10. Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach

    • Konstandinos Chourmouziadis
    • Dimitra K. Chourmouziadou
    • Prodromos D. Chatzoglou

    OriginalPaper 18 July 2020 Pages: 1183 - 1216

    

11. Data-Based Automatic Discretization of Nonparametric Distributions

    • Alexis Akira Toda

    OriginalPaper 20 July 2020 Pages: 1217 - 1235

    

12. Predicting Stock Price Using Two-Stage Machine Learning Techniques

    • Jun Zhang
    • Lan Li
    • Wei Chen

    OriginalPaper 20 July 2020 Pages: 1237 - 1261

    

13. Extreme Wavelet Fast Learning Machine for Evaluation of the Default Profile on Financial Transactions

    • Paulo Vitor de Campos Souza
    • Luiz Carlos Bambirra Torres

    OriginalPaper 23 July 2020 Pages: 1263 - 1285

    

14. Option Pricing Model Biases: Bayesian and Markov Chain Monte Carlo Regression Analysis

    • Sharif Mozumder
    • Taufiq Choudhry
    • Michael Dempsey

    OriginalPaper 23 July 2020 Pages: 1287 - 1305

    

15. Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback

    • Zhou Lu
    • Te Bao
    • Xiaohua Yu

    OriginalPaper 23 July 2020 Pages: 1307 - 1326

    

16. How Connected is Too Connected? Impact of Network Topology on Systemic Risk and Collapse of Complex Economic Systems

    • Aymeric Vié
    • Alfredo J. Morales

    OriginalPaper 24 July 2020 Pages: 1327 - 1351

    

17. Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis’ Entropy Framework

    • Gangadhar Nayak
    • Amit Kumar Singh
    • Dilip Senapati

    OriginalPaper 27 July 2020 Pages: 1353 - 1371

    

18. An Approximation Scheme for Option Pricing Under Two-State Continuous CAPM

    • Ali Safdari-Vaighani
    • Davood Ahmadian
    • Roja Javid-Jahromi

    OriginalPaper 27 July 2020 Pages: 1373 - 1385