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quantitative finance

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scopus ulakbim sci soc
Short Name quantitative finance
Abbreviated Name quantitative finance
ISSN 1469-7688
Aim and Scope
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Publications Per Year

Recent Articles (6 total)

2019
Estimating a covariance matrix for market risk management and the case of credit default swaps
Neuberg, R.
Vol. 19 , pp. 77-92
230 views DOI
2019
The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach
Zhang, Y.
Vol. 19 , pp. 1357-1371
208 views DOI
2020
Correction to: Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Quantitative Finance, (2020), 20, 2, (291-310), 10.1080/14697688.2019.1655785)
not, found
Vol. 20 , pp. ei
203 views DOI
2019
Debt rating downgrades of financial institutions: causality tests on single-issue CDS and iTraxx
Nataf, O.
Vol. 19 , pp. 1975-1993
193 views DOI
2019
Target volatility option pricing in the lognormal fractional SABR model
Alòs, E.
Vol. 19 , pp. 1339-1356
176 views DOI
2019
The effectiveness of incorporating higher moments in portfolio strategies: evidence from the Chinese commodity futures markets
Liu, Q.
, pp. 0-0
128 views DOI
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