Field of Research: Mathematics » Category: Social Sciences, Mathematical Methods
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Social Sciences, Mathematical Methods

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Dec
2024
Disentangling degree and tie strength heterogeneity in egocentric social networks Gold Open Access
EPJ Data Science
19
Dec
2024
A unifying approach for the pricing of debt securities
Quantitative Finance
19
Dec
2024
Asset and Factor Risk Budgeting: a balanced approach
Quantitative Finance
19
Dec
2024
An orthogonal expansion approach to joint SPX and VIX calibration in affine stochastic volatility models with jumps Gold Open Access
Quantitative Finance
19
Dec
2024
Forecasting volatility in Chinese crude oil futures: insights from volatility-of-volatility and Markov regime-switching approaches
Quantitative Finance
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