Methods
Published on 23 Mar 2021
Calibrating and Simulating Copula Functions in Financial Applications
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2021.642210
- 12,513 views
- 9 citations
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77 articles
Articles
Methods
Published on 25 Jan 2021
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.611878
- 3,237 views
- 1 citation
Original Research
Published on 26 Nov 2020
A New Set of Financial Instruments
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.606812
- 6,393 views
- 5 citations
Original Research
Published on 11 Nov 2020
CARMA Approximations and Estimation
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00037
- 3,605 views
- 1 citation
Original Research
Published on 29 Oct 2020
The Construction of Efficient Portfolios: A Verification of Risk Models for Investment Making
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.456346
- 13,048 views
Original Research
Published on 08 Oct 2020
Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.577050
- 62,150 views
- 2 citations
Original Research
Published on 17 Sep 2020
Modeling and Estimation of Multivariate Discrete and Continuous Time Stationary Processes
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00043
- 1,746 views
- 1 citation
Original Research
Published on 14 Sep 2020
Does Banking Efficiency, Regulation, and Operations Affect Banking Performance in South Asia: Dynamic Correlated Model Approach
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00038
- 2,800 views
- 4 citations
Original Research
Published on 04 Aug 2020
Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00028
- 2,217 views
Original Research
Published on 12 May 2020
Deep Learning Methods for Mean Field Control Problems With Delay
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00011
- 4,149 views
- 35 citations
Original Research
Published on 29 Apr 2020
Implied Volatility Structure in Turbulent and Long-Memory Markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00010
- 2,738 views
- 2 citations
Editorial
Published on 18 Mar 2020
Editorial: Risk Management Models and Theories
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00008
- 6,395 views
Review
Published on 28 Feb 2020
Continuous-Time Portfolio Selection: A Cursory Survey
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00004
- 4,115 views
Original Research
Published on 24 Jan 2020
Exchange Rate Pass-Through Investigation for Turkish Economy
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2019.00066
- 6,743 views
- 5 citations
Original Research
Published on 21 Jan 2020
Volatility Spillover Between Stock Prices and Trading Volume: Evidence From the Pre-, In-, and Post Global Financial Crisis Periods
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2019.00065
- 6,321 views
- 7 citations
Original Research
Published on 15 Jan 2020
On Modeling a Class of Weakly Stationary Processes
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2019.00068
- 3,313 views
- 3 citations