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Quantitative Finance

IF1.4
论文数77
被引数3747
期刊论文 77
发表时间
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Explicit local volatility formula for Cheyette-type interest rate modelsCheyette型利率模型显式局部波动率公式
deleteQuantitative Finance
IF1.4
delete2026-07-03
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PREAI
deleteGairat, Alexander; Gorovoy, Vyacheslav; Shcherbakov, Vadim
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Efficient upper bounds for American options: regression-based duals from backward primals基于回归的双向方法的高效上界估计：美式期权定价的逆向原始问题
deleteQuantitative Finance
IF1.4
delete2026-07-03
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deleteOAAI
deleteCline, Daniel A.
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The impact of green bonds on issuers' environmental performance绿色债券对发行人环境绩效的影响
deleteQuantitative Finance
IF1.4
delete2026-06-03
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PREAI
deleteChen, Yiyang; Erlwein-Sayer, Christina; Mamon, Rogemar; Spagnolo, Fabio; Spagnolo, Nicola
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Classifying and clustering trading agents交易代理的分类与聚类
deleteQuantitative Finance
IF1.4
delete2026-06-03
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PREAI
deleteWilinski, Mateusz; Goel, Anubha; Iosifidis, Alexandros; Kanniainen, Juho
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Exploring parsimonious principles that unify active portfolio selection (I): model探索统一主动投资组合选择（I）：模型
deleteQuantitative Finance
IF1.4
delete2026-05-04
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PREAI
deleteCheung, Wing
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Simulation-analytical approach for calculating VaR contributions in credit portfolios
deleteQuantitative Finance
IF1.4
delete2026-04-01
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PREAI
deleteWang, Jayden Zian; Huang, Zhenzhen; Kwok, Yue Kuen
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Analytical solution for Kelly's criterion for multiple outcomesKelly's准则的多结果解析解
deleteQuantitative Finance
IF1.4
delete2026-04-01
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PREAI
deleteVecer, Jan
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The subtle interplay between square-root impact, order imbalance & volatility: a unifying framework平方根冲击、订单不平衡与波动率之间微妙相互作用：一个统一框架
deleteQuantitative Finance
IF1.4
delete2026-04-01
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PREAI
deleteMaitrier, Guillaume; Bouchaud, Jean-Philippe
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A Bayesian approach to generating distribution-based signals in pairs trading基于贝叶斯方法在配对交易中生成基于分布的信号
deleteQuantitative Finance
IF1.4
delete2026-04-01
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PREAI
deleteQuadros, A.; Higgins, M.; Silverstein, B.
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Expanding the risk horizon: an integrated framework for managing uncertainty and risk in portfolio selection扩展风险视界：一种用于投资组合选择中不确定性和风险管理的一体化框架
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteHuang, Xinyu; Newton, David P.; Platanakis, Emmanouil; Ye, Xiaoxia
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The implied volatility surface (also) is path-dependent隐含波动率曲面（也）是路径依赖的
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteAndres, Herve; Boumezoued, Alexandre; Jourdain, Benjamin
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On the measurement of bank vulnerability关于银行脆弱性的测量
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteZhang, Yuliang
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Dimensionality reduction techniques to support insider trading detection降维技术支持内部交易检测
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteRavagnani, Adele; Lillo, Fabrizio; Deriu, Paola; Mazzarisi, Piero; Medda, Francesca; Russo, Antonio
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Why is the estimation of metaorder impact with public market data so challenging?为何利用公开市场数据估计元级影响如此具有挑战性？
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteNaviglio, M.; Bormetti, G.; Campigli, F.; Rodikov, G.; Lillo, F.
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Valuation and hedging efficiency of multifactor swing quanto options for price-volume risk in electricity markets多因素开关 quanto 期权在电力市场价格-交易量风险下的定价与对冲效率
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteYamada, Yuji; Matsumoto, Takuji
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Distribution of price and volume in a call auction限价指令簿中价格和成交量的分布
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteSmid, Martin; Kubena, Ales Antonin
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Analytical approximations for American option pricing under regime-switching modelsregime-switching 模型下的美式期权定价的解析近似
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteZheng, Yawen; Pun, Chi Seng; Zhu, Song-Ping
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Filtering market signals: dynamic asset allocation with momentum and hidden mean reversion过滤市场信号：基于动量和隐性均值回归的动态资产配置
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteAltay, Suhan; Colaneri, Katia; Eksi-Altay, Zehra; Flonner, Eva
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Multivariate rough volatility多元粗糙波动率
deleteQuantitative Finance
IF1.4
delete2026-03-01
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PREAI
deleteDugo, Ranieri; Giorgio, Giacomo; Pigato, Paolo
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An interpretable labeling model for reject inference based on multi-level sub-model migration in the credit risk assessment scenario基于多级子模型迁移的信用风险评估场景下的可解释标签模型用于拒绝推断
deleteQuantitative Finance
IF1.4
delete2026-02-01
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PREAI
deleteZhang, Runchi
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