Research classified by Journal of Economic Literature (JEL) codes

2025

• Bahloul, Walid & Dammak, Wael, 2025, "Online investor sentiment in the financial futures markets," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102708.
• Billah, Mabruk, 2025, "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102718.
• Grobys, Klaus, 2025, "Is gold in the process of a bubble formation? New evidence from the ex-post global financial crisis period," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102727.
• Qiao, Gaoxiu & Wang, Yunrun & Liu, Wenwen, 2025, "Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102863.
• Hilscher, Jens & Raviv, Alon & Reis, Ricardo, 2026, "How likely is an inflation disaster?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127063, Mar.
• Gambara, Matteo & Livieri, Giulia & Pallavicini, Andrea, 2025, "Machine-learning regression methods for American-style path-dependent contracts," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128600, Jun.
• Perez, Pedro Gurrola & Murphy, David, 2025, "The impulsive approach to procyclicality: measuring the reactiveness of risk-based initial margin models to changes in market conditions using impulse response functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128641, Nov.
• Bonesini, Ofelia & Jacquier, Antoine & Muguruza, Aitor, 2025, "Risk premium and rough volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130975, Dec.
• Mabruk Billah, 2025, "An analysis of extreme risk spillover effects and their determinants between AI-related assets and Islamic banking indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 18, issue 3, pages 598-627, January, DOI: 10.1108/IMEFM-09-2024-0453.
• Yonghwan Jo & Dain Jung, 2025, "Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 33, issue 1, pages 2-22, January, DOI: 10.1108/JDQS-09-2024-0038.
• Eleni Gousgounis & Scott Mixon & Tugkan Tuzun & Clara Vega, 2025, "Market Liquidity in Treasury Futures Market During March 2020," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-038, May, DOI: 10.17016/FEDS.2025.038.
• Hyung Joo Kim & Dong Hwan Oh, 2025, "Local Estimation for Option Pricing: Improving Forecasts with Market State Information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-076, Aug, DOI: 10.17016/FEDS.2025.076.
• Shengwu Du & Yang Heppe & Travis D. Nesmith, 2025, "Does Financial Stress Affect Commodity Futures Traders’ Positions?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-082r1, Sep, revised 04 Nov 2025, DOI: 10.17016/FEDS.2025.082r1.
• M. S. Makushkin, 2025, "Determinants of the Yield on Russian Sovereign Bonds with Floating Coupons," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 8-25, October, DOI: 10.31107/2075-1990-2025-5-8-25.
• Ekaterina A. Gubkova & Ilhom A. Kamolzoda & Sergey S. Sudakov, 2025, "Econometric Forecasting of Budget Revenues: The Case of Tajikistan," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 8-32, December, DOI: 10.31107/2075-1990-2025-6-8-32.
• Martina Bobriková, 2025, "The Effect of Hedging Price Risk with Crude Oil Derivatives," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 76, issue 2, pages 126-145, DOI: 10.32910/ep.76.2.3.
• DICKERSON, Alexander & NOZAWA, Yoshio & ROBOTTI, Cesare, 2025, "Factor Investing with Delays," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 771, Jul.
• KATO, Hayato & SUZUKI, Kensuke & TAKAHASHI, Motoaki, 2025, "Trade Policy and Structural Change," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 772, Aug.
• Andrian, Leandro Gaston & Leon-Diaz, John & Rojas, Eugenio, 2025, "Can Financial Hedging Serve Macroprudential Objectives?," IDB Publications (Working Papers), Inter-American Development Bank, number 14083, Apr, DOI: http://dx.doi.org/10.18235/0013511.
• Gastón Silverio Milanesi, 2025, "Opciones reales y teoría de juegos para la valuación de acuerdos estratégicos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-27, Abril - J.
• José Daniel López Barrientos & Ana Pamela Flores Herrera & Ernesto Fernández Arias & Beatris Adriana Escobedo Trujillo, 2025, "Proposals to Transfer Risks in Avocado Load," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 2, pages 1-29, Abril - J.
• Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2025, "Option pricing in a sentiment-biased stochastic volatility model," Annals of Finance, Springer, volume 21, issue 1, pages 69-95, March, DOI: 10.1007/s10436-024-00448-3.
• Karen Grigorian & Robert A. Jarrow, 2025, "No arbitrage for a special class of filtration expansions," Annals of Finance, Springer, volume 21, issue 1, pages 45-68, March, DOI: 10.1007/s10436-024-00458-1.
• Elyas Elyasiani & Luca Gambarelli & Silvia Muzzioli, 2025, "Risk-asymmetry indices in Europe," Annals of Finance, Springer, volume 21, issue 3, pages 283-316, September, DOI: 10.1007/s10436-025-00467-8.
• Nilotpal Sarma & Priyanshu Tiwari & Prabina Rajib, 2025, "From Fields to Futures: Connectedness Among Edible Oil and Oilseeds- Where Soybean Leads, Others Follow," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 447-463, June, DOI: 10.1007/s10690-024-09458-7.
• Khalid Ul Islam & Umer Mushtaq Lone & Younis Ahmed Gulam & Suhail Ahmad Bhat, 2025, "Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 609-630, June, DOI: 10.1007/s10690-024-09464-9.
• Jieye Qin, 2025, "The Profitability and Arbitrage Efficiency of the Chicago Mercantile Exchange Nikkei 225 Futures," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 2, pages 743-771, June, DOI: 10.1007/s10690-024-09469-4.
• Hassan Javed & Naveed Khan, 2025, "Do Bitcoin Shocks Dominate Other Cryptocurrencies? An Examination Through GARCH Based Dynamic Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1431-1457, December, DOI: 10.1007/s10690-024-09493-4.
• François-Michel Boire & R. Mark Reesor & Lars Stentoft, 2025, "Bias Correction in the Least-Squares Monte Carlo Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 6, pages 3161-3205, June, DOI: 10.1007/s10614-024-10663-9.
• Azhar Mohamad, 2025, "Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 947-969, July, DOI: 10.1007/s10614-025-10998-x.
• Hangsuck Lee & Hongjun Ha & Gaeun Lee & Byungdoo Kong, 2025, "Two-Asset Double Barrier Options," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1071-1106, August, DOI: 10.1007/s10614-024-10695-1.
• Dingding Dong & Xinyue Ou & Xingchun Wang, 2025, "Valuation of vulnerable options using a bivariate Gram–Charlier approximation," Review of Derivatives Research, Springer, volume 28, issue 1, pages 1-30, April, DOI: 10.1007/s11147-024-09207-y.
• Tristan Guillaume, 2025, "Analytical valuation of a general form of barrier option with stochastic interest rate and jumps," Review of Derivatives Research, Springer, volume 28, issue 2, pages 1-44, July, DOI: 10.1007/s11147-025-09215-6.
• Artur Sepp & Parviz Rakhmonov, 2025, "Stochastic volatility for factor Heath–Jarrow–Morton framework," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-57, October, DOI: 10.1007/s11147-025-09217-4.
• Robert A. Jarrow, 2025, "Digital assets, bubbles, and derivative prices," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-16, October, DOI: 10.1007/s11147-025-09220-9.
• Bhaskar Chhimwal & Vikas Pandey & Piyush Pandey, 2025, "Effect of multiple index derivative expiry on volatility, volume, and connectedness: a tale of two stock indices in India," Review of Derivatives Research, Springer, volume 28, issue 3, pages 1-16, October, DOI: 10.1007/s11147-025-09221-8.
• Magnolia Miriam Sosa Castro & Maria Alejandra Cabello Rosales & Edgar Ortiz Calisto, 2025, "The Impacts of Monetary Policy Announcements and Derivatives Maturity on the Mexican Peso Exchange Rate Volatility: GARCH and OCHL Range Models," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 103, pages 47-75, June, DOI: 10.17533/udea.le.n103a358443.
• Mikhail Chernov & Magnus Dahlquist & Lars A. Lochstoer, 2025, "Unpriced Risks: Rethinking Cross-Sectional Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 34009, Jul.
• Urban Jermann & Bin Wei & Vivian Yue, 2025, "How Credible is Hong Kong's Currency Peg?," NBER Working Papers, National Bureau of Economic Research, Inc, number 34300, Sep.
• Geul Lee & Doojin Ryu & Li Yang, 2025, "Domain Stabilization for Model-Free Option Implied Moment Estimation," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1335-1386.
• Pascal Letourneau & Lars Stentoft, 2025, "Efficient Pricing and Model Calibration With Large Panels of Options," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-019..
• Jungkyu Ahn, 2025, "Margin constraints and asset prices," Review of Finance, European Finance Association, volume 29, issue 1, pages 141-168.
• Meng Han & Lammertjan Dam & Walter Pohl, 2025, "What drives commodity price variation?," Review of Finance, European Finance Association, volume 29, issue 2, pages 315-347.
• Marianne Andries & Thomas M Eisenbach & R Jay Kahn & Martin C Schmalz, 2025, "The term structure of the price of variance risk," Review of Finance, European Finance Association, volume 29, issue 6, pages 1699-1720.
• Urban J Jermann, 2025, "Gold’s Value as an Investment," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 422-456.
• Amit Goyal & Alessio Saretto, 2025, "Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1783-1821.
• Liuren Wu & Yuzhao Zhang, 2025, "Common Pricing of Decentralized Risk: A Linear Option Pricing Model," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 6, pages 1822-1867.
• Semyon Malamud & Andreas Schrimpf & Yuan Zhang, 2025, "An Intermediation-Based Model of Exchange Rates," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 8, pages 2386-2433.
• Marco Realdon, 2025, "Affine term structure models with Garch volatility," Risk Management, Palgrave Macmillan, volume 27, issue 4, pages 1-33, December, DOI: 10.1057/s41283-025-00178-4.
• Boughabi, Houssam, 2025, "A Theoretical Framework for Crude Oil Price Evolution: Insights from the Financial Crisis and Beyond," MPRA Paper, University Library of Munich, Germany, number 126287, Jul.
• Richard Finlay & Ben Jackman & Dmitry Titkov, 2025, "Back to the Futures: Liquidity in Australian Bond Futures amid Market-moving Events since COVID-19," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2025-07, Oct, DOI: 10.47688/rdp2025-07.
• Xiaoyi Zhang & Tamat Sarmidi & Yongxu Chai, 2025, "Assessing the Impact of Aluminum Options on Futures Market Volatility: An Empirical Study of China’s Financial Markets," SAGE Open, , volume 15, issue 1, pages 21582440251, March, DOI: 10.1177/21582440251321303.
• Quan-Hoang Vuong & Minh Hoang Nguyen, 2025, "Developing Bayesian probabilistic reasoning capacity in HSS disciplines: Qualitative evaluation on bayesvl and BMF analytics for ECRs," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 25-008, Nov.
• Emrah Ismail Cevik & Samet Gunay & Mehmet Fatih Bugan & Sel Dibooglu, 2025, "The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data," Annals of Operations Research, Springer, volume 352, issue 3, pages 389-413, September, DOI: 10.1007/s10479-022-04971-2.
• Anupam Dutta, 2025, "Assessing the Risk of Bitcoin Futures Market: New Evidence," Annals of Data Science, Springer, volume 12, issue 2, pages 481-497, April, DOI: 10.1007/s40745-024-00517-4.
• Laura Wurm, 2025, "Strangling speculation: the effect of the 1903 Viennese futures trading ban," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 19, issue 2, pages 343-373, May, DOI: 10.1007/s11698-024-00294-3.
• Anna Battauz & Sara Staffolani, 2025, "American options with acceleration clauses," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 13-35, June, DOI: 10.1007/s10203-024-00446-0.
• Ludovic Goudenège & Andrea Molent & Antonino Zanette, 2025, "Backward hedging for American options with transaction costs," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 541-569, June, DOI: 10.1007/s10203-024-00472-y.
• Anna Rita Bacinello & Rosario Maggistro & Ivan Zoccolan, 2025, "The interaction between variable annuity providers and their customers under a dynamic approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 971-991, December, DOI: 10.1007/s10203-023-00430-0.
• Giovanna Apicella & Marcellino Gaudenzi & Andrea Molent, 2025, "The life care annuity: enhancing product features and refining pricing methods," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 873-911, December, DOI: 10.1007/s10203-024-00467-9.
• Francesco Rotondi, 2025, "Efficient valuation of barrier options under equity and interest rate risks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1897-1930, December, DOI: 10.1007/s10203-024-00504-7.
• Jørgen Haug & Tommy Stamland, 2025, "Valuation and optimal exercise of derivatives under private information," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 1869-1895, December, DOI: 10.1007/s10203-025-00519-8.
• Ayesha Sayed & Christo Auret, 2025, "Is corn still king? Unravelling time-varying interactions among soft commodities," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 1, pages 259-284, March, DOI: 10.1007/s40822-024-00296-6.
• Ruwei Zhao & Xiong Xiong & Junjun Ma & Yuzhao Zhang & Yongjie Zhang, 2025, "Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-24, December, DOI: 10.1186/s40854-025-00753-4.
• Minhyuk Jeong & Biao Yang & Xingjia Zhang & Taeyoung Park & Kwangwon Ahn, 2025, "A quantum model for the overpriced put puzzle," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-23, December, DOI: 10.1186/s40854-025-00869-7.
• Laurence Carassus, 2025, "Quasi-sure essential supremum and applications to finance," Finance and Stochastics, Springer, volume 29, issue 1, pages 219-260, January, DOI: 10.1007/s00780-024-00553-1.
• Svetlana Boyarchenko & Sergei Levendorskiĭ, 2025, "Efficient evaluation of expectations of functions of a Lévy process and its extremum," Finance and Stochastics, Springer, volume 29, issue 2, pages 443-468, April, DOI: 10.1007/s00780-025-00556-6.
• Christa Cuchiero & Francesca Primavera & Sara Svaluto-Ferro, 2025, "Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models," Finance and Stochastics, Springer, volume 29, issue 2, pages 289-342, April, DOI: 10.1007/s00780-025-00557-5.
• Vladimir Lucic, 2025, "A general moment formula," Finance and Stochastics, Springer, volume 29, issue 4, pages 1233-1252, October, DOI: 10.1007/s00780-025-00572-6.
• Niklas Dahlen, 2025, "Earnouts in mergers and acquisitions: a systematic literature review of a contingent payment mechanism," Management Review Quarterly, Springer, volume 75, issue 3, pages 2107-2146, September, DOI: 10.1007/s11301-024-00429-w.
• Annika Kemper & Maren Diane Schmeck, 2025, "The market price of jump risk for delivery periods: pricing of electricity swaps with geometric averaging," Mathematics and Financial Economics, Springer, number 3, June, DOI: 10.1007/s11579-025-00383-5.
• Alessandro Doldi & Marco Frittelli & Marco Maggis, 2025, "Collective completeness and pricing hedging duality," Mathematics and Financial Economics, Springer, number 6, June, DOI: 10.1007/s11579-025-00393-3.
• Esmaeil Babaei, 2025, "On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints and dividends," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 101, issue 1, pages 29-50, February, DOI: 10.1007/s00186-024-00881-0.
• Ernanto & Sudarso Kaderi Wiryono & Taufik Faturohman, 2025, "Macro and micro factors on global copper pricing: a historical data analysis," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 38, issue 4, pages 845-867, December, DOI: 10.1007/s13563-025-00505-x.
• Wei Guo, 2025, "Can Chinese stock market volatility forecast US news sentiment?," Quality & Quantity: International Journal of Methodology, Springer, volume 59, issue 5, pages 4503-4523, October, DOI: 10.1007/s11135-025-02163-1.
• Hsiaoyin Chang & Hato Schmeiser, 2025, "Should I stay or go? Valuation of multiple premium payment options for participating life insurance contracts," Review of Managerial Science, Springer, volume 19, issue 10, pages 3039-3072, October, DOI: 10.1007/s11846-025-00841-w.
• Matteo Gambara & Giulia Livieri & Andrea Pallavicini, 2025, "Machine-learning regression methods for American-style path-dependent contracts," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 6, pages 895-918, June, DOI: 10.1080/14697688.2025.2517272.
• Yaroslav Melekh & James Dixon & Katrina Salmon & Michael Grubb, 2025, "European Natural Gas through the 2020s: the Decade of Extremes, Contradictions and Continuing Uncertainties," Working Papers Series, Institute for New Economic Thinking, number inetwp233, May, DOI: 10.36687/inetwp233.
• H. Peter Boswijk & Jeroen Dalderop & Roger J. A. Laeven & Niels Marijnen, 2025, "Semiparametric Estimation of Probability Weighting Functions Implicit in Option Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-022/III, Mar.
• Fengler, Matthias & Koeniger, Winfried & Minger, Stephan, 2025, "The Transmission of Monetary Policy to the Cost of Hedging," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2501, Jan.
• Diana Barro & Oleksandr Castello & Marco Corazza & Martina Nardon, 2025, "A swap-based framework for managing energy transition risks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2025: 23.
• Bobriková Martina & Timková Monika, 2025, "Financial Engineering of a Reverse Twin-Win Certificate through Replication Method," Economics, Sciendo, volume 13, issue 4, pages 19-37, DOI: 10.2478/eoik-2025-0083.
• Jędrzej Maskiewicz & Paweł Sakowski, 2025, "Can Artificial Intelligence Trade the Stock Market?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-14.
• Zofia Bracha & Jakub Michańków & Paweł Sakowski, 2025, "Application of Deep Reinforcement Learning to At-the-Money S&P 500 Options Hedging," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-25.
• Lin Zou & António Câmara & Weiping Li, 2025, "Jump-diffusion option pricing with non-IID jumps," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-46, September, DOI: 10.1142/S2424786323500469.
• Dilip B. Madan & Yoshihiro Shirai & King Wang, 2025, "Optimal Spot Slides," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 01n02, pages 1-30, March, DOI: 10.1142/S0219024925500086.
• Zannatus Saba & Rafiqul Bhuyan & CoÅŸkun Çetin, 2025, "Predicting Short-Term Stock Returns with Weekly Options Indicators: Comparative Study of Key Market Movers, SPY, and S&P 500 Index," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 01, pages 1-53, March, DOI: 10.1142/S2010139225500041.
• Mthokozisi Magazi, 2025, "Global Macro Strategies in the REIT Industry," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 28, issue 01, pages 1-27, March, DOI: 10.1142/S0219091525500031.
• Tomasz Orpiszewski & Mark James Thompson & Peter Schwendner, 2025, "The Stock and Option Market Response to Negative ESG News," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 60, issue 04, pages 1-35, December, DOI: 10.1142/S109440602440002X.
• Mehmet Fuat Beyazıt, 2025, "The Mathematical Aspects of Barrier Options," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14297, ISBN: ARRAY(0x75c5fd60), September.
• Ficura, Milan & Ibragimov, Rustam & Janda, Karel, 2025, "Artificial Intelligence–Based Forecasting of Oil Prices: Evidence from Neural Network Models," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335571.

2024

• Yuji Shinozaki, 2024, "A Review of New Developments in Finance with Deep Learning: Deep Hedging and Deep Calibration," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 24-E-02, Apr.
• Audrius Jukonis & Elisa Letizia & Linda Rousova, 2024, "The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector," IMF Working Papers, International Monetary Fund, number 2024/026, Feb.
• Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega, 2024, "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Management Science, INFORMS, volume 70, issue 6, pages 3808-3826, June, DOI: 10.1287/mnsc.2023.4870.
• Carlo Marinelli, 2024, "On certain representations of pricing functionals," Annals of Finance, Springer, volume 20, issue 1, pages 91-127, March, DOI: 10.1007/s10436-024-00438-5.
• Esmaeil Babaei, 2024, "Asset pricing and hedging in financial markets with fixed and proportional transaction costs," Annals of Finance, Springer, volume 20, issue 2, pages 259-275, June, DOI: 10.1007/s10436-024-00441-w.
• Dilip B. Madan & King Wang, 2024, "On the real rate of interest in a closed economy," Annals of Finance, Springer, volume 20, issue 4, pages 459-477, December, DOI: 10.1007/s10436-024-00451-8.
• Sergey Smirnov & Dimitri Sotnikov & Andrey Zanochkin, 2024, "Approximation and asymptotics in the superhedging problem for binary options," Annals of Finance, Springer, volume 20, issue 4, pages 421-458, December, DOI: 10.1007/s10436-024-00454-5.
• Yi-Hao Lai & Yi-Chiuan Wang & Yu-Ching Chang, 2024, "Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 31, issue 2, pages 285-305, June, DOI: 10.1007/s10690-023-09415-w.
• Xingchun Wang & Han Zhang, 2024, "Pricing Fade-in Options Under GARCH-Jump Processes," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 4, pages 2563-2584, October, DOI: 10.1007/s10614-023-10527-8.
• Hyeong-Ohk Bae & Seunggu Kang & Muhyun Lee, 2024, "Option Pricing and Local Volatility Surface by Physics-Informed Neural Network," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 5, pages 3143-3159, November, DOI: 10.1007/s10614-024-10551-2.
• Stan Olijslagers & Sweder Wijnbergen, 2024, "Discounting the Future: On Climate Change, Ambiguity Aversion and Epstein–Zin Preferences," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 87, issue 3, pages 683-730, March, DOI: 10.1007/s10640-023-00832-z.
• Spencer J. Couts, 2024, "How do Non-Core Allocations Affect the Risk and Returns of Private Real Estate Funds?," The Journal of Real Estate Finance and Economics, Springer, volume 68, issue 4, pages 715-748, May, DOI: 10.1007/s11146-022-09886-0.
• Yuecai Han & Fengtong Zhang, 2024, "Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility," Review of Derivatives Research, Springer, volume 27, issue 1, pages 37-53, April, DOI: 10.1007/s11147-023-09198-2.
• Carlos Miguel Glória & José Carlos Dias & Aricson Cruz, 2024, "Pricing levered warrants under the CEV diffusion model," Review of Derivatives Research, Springer, volume 27, issue 1, pages 55-84, April, DOI: 10.1007/s11147-023-09199-1.
• Yeda Cui & Lingfei Li & Gongqiu Zhang, 2024, "Pricing and hedging autocallable products by Markov chain approximation," Review of Derivatives Research, Springer, volume 27, issue 3, pages 259-303, October, DOI: 10.1007/s11147-024-09206-z.
• Sharif Mozumder & Bakhtear Talukdar & M. Humayun Kabir & Bingxin Li, 2024, "Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 1, pages 97-133, January, DOI: 10.1007/s11156-023-01195-8.
• Chuang-Chang Chang & Hsiao-Wei Ho & Henry Hongren Huang & Yildiray Yildirim, 2024, "A reduced-form model for lease contract valuation with embedded options," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 2, pages 841-864, February, DOI: 10.1007/s11156-023-01222-8.
• Shu Zhang & Peimin Chen & Chunchi Wu, 2024, "Optimal dividend decisions with capital infusion in a dynamic nonterminal bankruptcy model," Review of Quantitative Finance and Accounting, Springer, volume 62, issue 3, pages 911-951, April, DOI: 10.1007/s11156-023-01229-1.
• Luigi Bocola & Alessandro Dovis & Kasper Jørgensen & Rishabh Kirpalani, 2024, "Bond Market Views of the Fed," NBER Working Papers, National Bureau of Economic Research, Inc, number 32620, Jun.
• Damien Ackerer & Julien Hugonnier & Urban Jermann, 2024, "Perpetual Futures Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 32936, Sep.
• Julian F Kölbel & Markus Leippold & Jordy Rillaerts & Qian Wang, 2024, "Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 1, pages 30-69.
• Emese Lazar & Shuyuan Qi & Radu Tunaru, 2024, "Measures of Model Risk for Continuous-Time Finance Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1456-1481.
• Thang Ho & Anastasios Kagkadis & George Wang, 2024, "Is Firm-Level Political Risk Priced in the Equity Option Market?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 153-195.
• Junbo Wang & Yun Wang & Chunchi Wu & Xiaoguang Yang & Lin Zhao, 2024, "Social Proximity, Information, and Incentives in Local Bank Lending," The Review of Corporate Finance Studies, Society for Financial Studies, volume 13, issue 1, pages 80-146.
• Karamfil Todorov, 2024, "When passive funds affect prices: evidence from volatility and commodity ETFs," Review of Finance, European Finance Association, volume 28, issue 3, pages 831-863.
• Xuanchen Zhang & Raymond H Y So & Tarik Driouchi, 2024, "Common risk factors in cross-sectional FX options returns," Review of Finance, European Finance Association, volume 28, issue 3, pages 897-944.
• Benjamin Golez & Jens Jackwerth, 2024, "Holding Period Effects in Dividend Strip Returns," The Review of Financial Studies, Society for Financial Studies, volume 37, issue 10, pages 3188-3215.
• Pratish Patel & Andrew Raquel & Savannah Chadwick, 2024, "The cash-secured put-write strategy and the variance risk premium," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 31-50, February, DOI: 10.1057/s41260-023-00333-0.
• Belal Ehsan Baaquie & Muhammad Mahmudul Karim, 2024, "Corporate bonds: fixed versus stochastic coupons—an empirical study," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 1, pages 113-128, February, DOI: 10.1057/s41260-023-00343-y.
• Vipul Kumar Singh & Pawan Kumar, 2024, "Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options," Journal of Asset Management, Palgrave Macmillan, volume 25, issue 2, pages 172-189, March, DOI: 10.1057/s41260-024-00348-1.
• Nguyen, Quang Khai, 2024, "How Does Financial Flexibility Strategy Impact on Risk Management Effectiveness?," MPRA Paper, University Library of Munich, Germany, number 121162, May.
• Arnone, Massimo & Leogrande, Angelo & Costantiello, Alberto & Laureti, Lucio, 2024, "Banking Stability in the ESG Framework Across Italian Regions," MPRA Paper, University Library of Munich, Germany, number 121452, Jul.
• Chang, Kuo-Ping, 2024, "Stochastic Calculus and the Black-Scholes-Merton Model: A Simplified Approach," MPRA Paper, University Library of Munich, Germany, number 122654, Aug.
• Ian Dew-Becker, 2024, "Code and data files for "Real-time forward-looking skewness over the business cycle"," Computer Codes, Review of Economic Dynamics, number 24-39, revised .
• Ian Dew-Becker, 2024, "Real-time forward-looking skewness over the business cycle," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101233.
• Sumit Saurav & Sobhesh Kumar Agarwalla & Jayanth R. Varma, 2024, "Asymmetric Uncertainty Around Earnings Announcements: Evidence from Options Markets," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 459-487.
• Saswat Patra & Malay Bhattacharyya, 2024, "Charting the Unknown: First Passage Time Probabilities for Pearson Diffusion Process and Application to Options Risk Management," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 623-639.
• Sebastian Schwenen & Karsten Neuhoff, 2024, "Renewable Energy and Equilibrium Hedging in Electricity Forward Markets," The Energy Journal, , volume 45, issue 5, pages 105-123, September, DOI: 10.1177/01956574241241878.
• Quang Khai Nguyen, 2024, "How Does Financial Flexibility Strategy Impact on Risk Management Effectiveness?," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241240842.
• Andrzej Bien & Lukasz Gebski, 2024, "Consumers’ Financial Literacy in Poland - the Research and the Resulting Conclusions," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 1-13, DOI: 10.7172/2353-6845.jbfe.2024.1.1.
• Tomasz Florczak & Marika Ziemba, 2024, "Can Financialisation Counteract Banking Exclusion? A Study on the Example of the European Union Member States," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 21, pages 14-28, DOI: 10.7172/2353-6845.jbfe.2024.1.2.
• Philippe Bertrand, 2024, "Black-scholes approximation of warrant prices: slight return in a low interest rate environment," Annals of Operations Research, Springer, volume 334, issue 1, pages 83-100, March, DOI: 10.1007/s10479-022-04622-6.
• Michele Azzone & Roberto Baviera, 2024, "Short-time implied volatility of additive normal tempered stable processes," Annals of Operations Research, Springer, volume 336, issue 1, pages 93-126, May, DOI: 10.1007/s10479-022-04894-y.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2024, "CBI-time-changed Lévy processes for multi-currency modeling," Annals of Operations Research, Springer, volume 336, issue 1, pages 127-152, May, DOI: 10.1007/s10479-022-04982-z.
• Carme Frau & Viviana Fanelli, 2024, "Seasonality in commodity prices: new approaches for pricing plain vanilla options," Annals of Operations Research, Springer, volume 336, issue 1, pages 1089-1131, May, DOI: 10.1007/s10479-022-05128-x.
• Riccardo Brignone & Luca Gonzato & Carlo Sgarra, 2024, "Commodity Asian option pricing and simulation in a 4-factor model with jump clusters," Annals of Operations Research, Springer, volume 336, issue 1, pages 275-306, May, DOI: 10.1007/s10479-022-05152-x.
• John Armstrong & Damiano Brigo & Alex S. L. Tse, 2024, "The importance of dynamic risk constraints for limited liability operators," Annals of Operations Research, Springer, volume 336, issue 1, pages 861-898, May, DOI: 10.1007/s10479-023-05295-5.
• Lorenzo Silotto & Marco Scaringi & Marco Bianchetti, 2024, "XVA modelling: validation, performance and model risk management," Annals of Operations Research, Springer, volume 336, issue 1, pages 183-274, May, DOI: 10.1007/s10479-023-05323-4.
• Hans-Peter Bermin & Magnus Holm, 2024, "The geometry of risk adjustments," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 47, issue 1, pages 83-120, June, DOI: 10.1007/s10203-023-00421-1.
• Alessandro Doldi & Marco Frittelli & Emanuela Rosazza Gianin, 2024, "On entropy martingale optimal transport theory," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 47, issue 1, pages 1-42, June, DOI: 10.1007/s10203-023-00432-y.
• Riu Naito & Toshihiro Yamada, 2024, "Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models," Digital Finance, Springer, volume 6, issue 4, pages 693-725, December, DOI: 10.1007/s42521-023-00091-z.
• Erdong Chen & Mengzhong Ma & Zixin Nie, 2024, "Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-36, December, DOI: 10.1007/s12525-024-00715-1.
• Leonard Grebe & Dirk Schiereck, 2024, "Day-of-the-week effect: a meta-analysis," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 1057-1094, December, DOI: 10.1007/s40822-024-00293-9.
• Sharif Mozumder & M. Kabir Hassan & M. Humayun Kabir, 2024, "An evaluation of the adequacy of Lévy and extreme value tail risk estimates," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-26, December, DOI: 10.1186/s40854-024-00614-6.
• Fred Espen Benth & Nils Detering & Luca Galimberti, 2024, "Pricing options on flow forwards by neural networks in a Hilbert space," Finance and Stochastics, Springer, volume 28, issue 1, pages 81-121, January, DOI: 10.1007/s00780-023-00520-2.
• Julien Guyon, 2024, "Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle," Finance and Stochastics, Springer, volume 28, issue 1, pages 27-79, January, DOI: 10.1007/s00780-023-00524-y.
• Dean Buckner & Kevin Dowd & Hardy Hulley, 2024, "Arbitrage problems with reflected geometric Brownian motion," Finance and Stochastics, Springer, volume 28, issue 1, pages 1-26, January, DOI: 10.1007/s00780-023-00525-x.
• Dirk Becherer & Todor Bilarev, 2024, "Hedging with physical or cash settlement under transient multiplicative price impact," Finance and Stochastics, Springer, volume 28, issue 2, pages 285-328, April, DOI: 10.1007/s00780-024-00531-7.
• Umut Çetin & Julien Hok, 2024, "Speeding up the Euler scheme for killed diffusions," Finance and Stochastics, Springer, volume 28, issue 3, pages 663-707, July, DOI: 10.1007/s00780-024-00534-4.
• Jonathan Ansari & Eva Lütkebohmert & Ariel Neufeld & Julian Sester, 2024, "Improved robust price bounds for multi-asset derivatives under market-implied dependence information," Finance and Stochastics, Springer, volume 28, issue 4, pages 911-964, October, DOI: 10.1007/s00780-024-00539-z.
• Fred Espen Benth & Heidar Eyjolfsson, 2024, "Robustness of Hilbert space-valued stochastic volatility models," Finance and Stochastics, Springer, volume 28, issue 4, pages 1117-1146, October, DOI: 10.1007/s00780-024-00542-4.
• Martin Friesen & Sven Karbach, 2024, "Stationary covariance regime for affine stochastic covariance models in Hilbert spaces," Finance and Stochastics, Springer, volume 28, issue 4, pages 1077-1116, October, DOI: 10.1007/s00780-024-00543-3.
• Marcel Nutz & Andrés Riveros Valdevenito, 2024, "On the Guyon–Lekeufack volatility model," Finance and Stochastics, Springer, volume 28, issue 4, pages 1203-1223, October, DOI: 10.1007/s00780-024-00544-2.
• Fred Espen Benth & Carlo Sgarra, 2024, "A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets," Finance and Stochastics, Springer, volume 28, issue 4, pages 1035-1076, October, DOI: 10.1007/s00780-024-00546-0.
• Mathias Schneid Tessmann & Carlos Enrique Carrasco-Gutierrez & Marcelo Oliveira Passos & Luiz Augusto Magalhães & Régis Augusto Ely, 2024, "Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 1, pages 51-77, March, DOI: 10.1007/s12197-023-09644-9.
• Brian Du & Alejandro Serrano & Andre C. Vianna, 2024, "Are stock and option trades substitutes or complements? evidence from the 2008 short-sale ban," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 48, issue 1, pages 166-185, March, DOI: 10.1007/s12197-023-09649-4.
• Konstantinos D. Melas & Nektarios A. Michail, 2024, "Can commodity prices predict stock market returns? The case of dry bulk shipping companies," Journal of Shipping and Trade, Springer, volume 9, issue 1, pages 1-14, December, DOI: 10.1186/s41072-024-00178-9.
• Yongguang Zhu & Ya Li & Yuna Gong & Deyi Xu, 2024, "Examining the metal futures price discovery in China from multi-scale time," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, volume 37, issue 1, pages 173-188, March, DOI: 10.1007/s13563-024-00430-5.
• Vatis Christian Kemezang & André Ilaire Djou & Ivette Gnitedem Keubeng, 2024, "Measuring market risk with GARCH models under Basel III: selection and application to German firms," SN Business & Economics, Springer, volume 4, issue 10, pages 1-30, October, DOI: 10.1007/s43546-024-00699-2.
• Gergely Hudecz & Edmund Moshammer & Marco Onofri, 2024, "Option-implied bond spread risk," Working Papers, European Stability Mechanism, number 66, Nov, revised 25 Nov 2024.
• HABIBI, Reza, 2024, "A Note On The Early Warning System Of Change Points: Combination Of Regime Switching And Threshold Models," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 28, issue 2, pages 6-18, June.
• Steven Tucker & Yilong Xu, 2024, "Nonspeculative Bubbles Revisited," Working Papers in Economics, University of Waikato, number 24/01, Jan.
• Steven Tucker & Yilong Xu, 2024, "Motivations to speculate are the driving forces in experimental asset market bubbles," Working Papers in Economics, University of Waikato, number 24/02, Jan.
• Bartosz Bieganowski & Robert Ślepaczuk, 2024, "Supervised Autoencoder MLP for Financial Time Series Forecasting," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-03.
• Kamil Kashif & Robert Ślepaczuk, 2024, "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-07.
• Sugarbayar Enkhbayar & Robert Ślepaczuk, 2024, "Predictive modeling of foreign exchange trading signals using machine learning techniques," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-10.
• Maciej Wysocki & Robert Ślepaczuk, 2024, "Construction and Hedging of Equity Index Options Portfolios," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-14.
• Filip Stefaniuk & Robert Ślepaczuk, 2024, "The article investigates the usage of Informer architecture for building automated trading strategies for high frequency Bitcoin data. Three strategies using Informer model with different loss functions: Root Mean Squared Error (RMSE), Generalized Me," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-27.
• N. Dileep & G. Kotreshwar, 2024, "Hedging rainfall risk: An illustrative analysis of rainfall index-based futures contracts," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-22, March, DOI: 10.1142/S2424786323500597.
• Avi Bick, 2024, "Futures Replication and the Law of One Futures Price," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 01, pages 1-20, March, DOI: 10.1142/S2010139224500034.
• Karen Grigorian & Robert A. jarrow, 2024, "Option Pricing in an Incomplete Market," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 03, pages 1-16, September, DOI: 10.1142/S2010139224500095.
• Kamogelo Molapisi & Pulane Maake & Nafisa Juma, 2024, "The Price Dynamism during REIT Acquisitions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 04, pages 1-23, December, DOI: 10.1142/S0219091524500310.
• Ashni Vengetass & Boitumelo Nkuna & Tim Kamore, 2024, "Game Theoretical REIT Acquisitions," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 27, issue 04, pages 1-28, December, DOI: 10.1142/S0219091524500322.
• Robert A Jarrow & Arkadev Chatterjea, 2024, "An Introduction to Derivative Securities, Financial Markets, and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13797, ISBN: ARRAY(0x777f6530), September.
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Derivatives and Risk Management," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Interest Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Stocks," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Forwards and Futures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Arbitrage and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Financial Engineering and Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Forwards and Futures Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Regulations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Cost-of-Carry Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Extended Cost-of-Carry Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Futures Hedging," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Options Markets and Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Option Trading Strategies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Option Relations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Single-Period Binomial Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Multiperiod Binomial Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Black–Scholes–Merton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Yields and Forward Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Interest Rate Swaps," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Single-Period Binomial Heath–Jarrow–Morton Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "Multiperiod Binomial HJM Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".
• Robert A. Jarrow & Arkadev Chatterjea, 2024, "The Heath–Jarrow–Morton Libor Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "AN INTRODUCTION TO Derivative Securities, Financial Markets, and Risk Management".