Original Research
Published on 10 Jan 2018
Uncertainty of Volatility Estimates from Heston Greeks
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2017.00027
- 2,683 views
- 2 citations
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77 articles
Articles
Original Research
Published on 02 Dec 2016
Disentangling the Information Content of Government Bonds and Credit Default Swaps: An Empirical Analysis on Sovereigns and Banks
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2016.00022
- 4,315 views
- 2 citations
Methods
Published on 06 Oct 2016
Interpretable Multiclass Models for Corporate Credit Rating Capable of Expressing Doubt
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2016.00016
- 4,965 views
- 7 citations
Original Research
Published on 24 Feb 2016
Investing in Global Markets: Big Data and Applications of Robust Regression
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00014
- 6,853 views
- 8 citations
Methods
Published on 08 Jan 2016
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00013
- 4,693 views
- 4 citations
Original Research
Published on 26 Oct 2015
The role of incompleteness in commodity futures markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00011
- 3,562 views
- 1 citation
Original Research
Published on 08 Oct 2015
A novel view of suprathreshold stochastic resonance and its applications to financial markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00010
- 3,444 views
- 2 citations
Hypothesis and Theory
Published on 26 Aug 2015
General equilibrium pricing with information asymmetry
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00008
- 5,803 views
- 2 citations
Hypothesis and Theory
Published on 21 Jul 2015
Is economics an empirical science? If not, can it become one?
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00007
- 22,598 views
- 3 citations
Original Research
Published on 14 Jul 2015
Efficient option pricing under Lévy processes, with CVA and FVA
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00006
- 4,254 views
Original Research
Published on 11 May 2015
On macrohedging problem in semimartingale markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00003
- 3,303 views
- 4 citations
Original Research
Published on 11 May 2015
Multivariate tempered stable model with long-range dependence and time-varying volatility
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00001
- 3,774 views
- 9 citations
Methods
Published on 11 May 2015
CVaR hedging under stochastic interest rate
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00002
- 3,347 views