The Use of Partial Fractional Form of A-Stable Padé Schemes for the Solution of Fractional Diffusion Equation with Application in Option Pricing H. GhafouriM. RanjbarA. Khani OriginalPaper 02 November 2019 Pages: 695 - 709
ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets Vasilios N. KatsikisSpyridon D. Mourtas BriefCommunication 29 October 2019 Pages: 711 - 721
Multiple Shooting Method for Solving Black–Scholes Equation Somayeh Abdi-MazraehAli KhaniSafar Irandoust-Pakchin OriginalPaper 04 November 2019 Pages: 723 - 746
Forecasting with Second-Order Approximations and Markov-Switching DSGE Models Sergey IvashchenkoSemih Emre ÇekinRangan Gupta OriginalPaper 04 November 2019 Pages: 747 - 771
An Iterative Approach to Ill-Conditioned Optimal Portfolio Selection Mårten GullikssonStepan Mazur OriginalPaper Open access 18 November 2019 Pages: 773 - 794
Posterior Inference on Parameters in a Nonlinear DSGE Model via Gaussian-Based Filters Sanha Noh OriginalPaper 12 November 2019 Pages: 795 - 841
Measuring Spatio-temporal Efficiency: An R Implementation for Time-Evolving Units Georgios DigkasKonstantinos PetridisAli Emrouznejad OriginalPaper 14 December 2019 Pages: 843 - 864
Fast Monte Carlo Simulation for Pricing Equity-Linked Securities Hanbyeol JangSangkwon KimJunseok Kim OriginalPaper 11 November 2019 Pages: 865 - 882
Optimal Grid Selection for the Numerical Solution of Dynamic Stochastic Optimization Problems Karsten O. Chipeniuk OriginalPaper 11 December 2019 Pages: 883 - 928
Portfolio Optimization in Incomplete Markets and Price Constraints Determined by Maximum Entropy in the Mean Argimiro ArratiaHenryk Gzyl OriginalPaper 12 December 2019 Pages: 929 - 952
Degrees of Rationality in Agent-Based Retail Markets Georgios MethenitisMichael KaisersHan La Poutré OriginalPaper Open access 17 December 2019 Pages: 953 - 973
Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method D. Th. VezerisC. J. SchinasI. P. Karkanis OriginalPaper 17 December 2019 Pages: 975 - 1054
Liquidity Constraints for Portfolio Selection Based on Financial Volume Eduardo Bered Fernandes VieiraTiago Pascoal Filomena OriginalPaper 12 December 2019 Pages: 1055 - 1077