Computing nonperforming loan prices in banking efficiency analysis Elisa FuscoBernardo Maggi Original Paper Open access 27 June 2021 Pages: 1 - 23
Black’s model in a negative interest rate environment, with application to OTC derivatives Riccardo BramanteGimmi DallagoSilvia Facchinetti Original Paper Open access 02 July 2021 Pages: 25 - 39
Constructing banking networks under decreasing costs of link formation Dietmar MaringerBen CraigSandra Paterlini Original Paper Open access 08 July 2021 Pages: 41 - 64
Predictive stochastic programming Yunxiao DengSuvrajeet Sen Original Paper 31 July 2021 Pages: 65 - 98
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process Massimiliano FrezzaSergio BianchiAugusto Pianese Original Paper Open access 06 August 2021 Pages: 99 - 132
Non-tradability interval for heterogeneous rational players in the option markets Yossi ShvimerAvi Herbon Original Paper 10 August 2021 Pages: 133 - 157