A Valid and Efficient Trinomial Tree for General Local-Volatility Models U Hou LokYuh-Dauh Lyuu OriginalPaper 06 August 2021 Pages: 817 - 832
Portfolio Selection Using Multivariate Semiparametric Estimators and a Copula PCA-Based Approach Noureddine KouaissahSergio Ortobelli LozzaIkram Jebabli OriginalPaper 07 September 2021 Pages: 833 - 859
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy Baoqiang ZhanShu ZhangXiaoguang Yang OriginalPaper 19 November 2021 Pages: 861 - 882
Euro Area Deflationary Pressure Index Luca BrugnoliniGiuseppe Ragusa OriginalPaper 09 August 2021 Pages: 883 - 900
Tail Risk Early Warning System for Capital Markets Based on Machine Learning Algorithms Zongxin ZhangYing Chen OriginalPaper 28 July 2021 Pages: 901 - 923
Disentangling Shareholder Risk Aversion from Leverage-Dependent Borrowing Cost on Corporate Policies Mateus WagaDavi ValladãoThuener Silva OriginalPaper 12 September 2021 Pages: 1 - 24
Feature Screening in High Dimensional Regression with Endogenous Covariates Qinqin HuLu Lin OriginalPaper 17 August 2021 Pages: 949 - 969
Indicator Selection of Index Construction by Adaptive Lasso with a Generic \(\varepsilon \)-Insensitive Loss Yafen YeRenyong ChiXiangyu Hua OriginalPaper 22 August 2021 Pages: 971 - 990
Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting Gourav KumarUday Pratap SinghSanjeev Jain OriginalPaper 29 August 2021 Pages: 991 - 1039
A Nash Equilibrium for Differential Games with Moving-Horizon Strategies Enrico SaltariWilli SemmlerGiovanni Di Bartolomeo OriginalPaper 20 August 2021 Pages: 1041 - 1054
A Pricing Method in a Constrained Market with Differential Informational Frameworks Ivan PeñalozaPablo Padilla OriginalPaper 26 August 2021 Pages: 1055 - 1100
Optimal Pricing of Climate Risk Thomas F. ColemanNicole S. DumontAlexey Rubtsov OriginalPaper 25 August 2021 Pages: 1101 - 1134
Complementarity Modeling of a Ramsey-Type Equilibrium Problem with Heterogeneous Agents Leonhard FrerickGeorg Müller-FürstenbergerMax Späth OriginalPaper Open access 22 September 2021 Pages: 1135 - 1154
Undirected and Directed Network Analysis of the Chinese Stock Market Binghui LiYuehan Yang OriginalPaper 25 August 2021 Pages: 1155 - 1173
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees Linjia DongZhaojun Yang OriginalPaper Open access 27 November 2021 Pages: 1175 - 1196
