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Category Archives: Quantitative Finance

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Smiles in delta

Posted on 3 October 2023 by
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Posted in Quantitative Finance

Quantum-inspired variational algorithms for partial differential equations: application to financial derivative pricing

Posted on 29 September 2023 by
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Posted in Quantitative Finance

Household financial health: a machine learning approach for data-driven diagnosis and prescription

Posted on 28 September 2023 by
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Posted in Quantitative Finance

A transform-based method for pricing Asian options under general two-dimensional models

Posted on 26 September 2023 by
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Posted in Quantitative Finance

On prices and returns in commercial prediction markets

Posted on 26 September 2023 by Karl WhelanUniversity College Dublin, Dublin, Ireland
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Posted in Quantitative Finance

Can volatility solve the naive portfolio puzzle?

Posted on 26 September 2023 by
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Posted in Quantitative Finance

Optimal portfolio choice of couples with tax-deferred accounts and survival-contingent products

Posted on 20 September 2023 by
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Posted in Quantitative Finance

A multi-curve HJM factor model for pricing and risk management

Posted on 19 September 2023 by
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Posted in Quantitative Finance

Bayesian nonparametric portfolio selection with rolling maximum drawdown control

Posted on 10 September 2023 by
Volume 23, Issue 10, October 2023, Page 1497-1510
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Posted in Quantitative Finance

Book review

Posted on 8 September 2023 by
Volume 23, Issue 10, October 2023, Page 1395-1396
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Posted in Quantitative Finance

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