Research classified by Journal of Economic Literature (JEL) codes

2027

• Yao, Yuhang & Cui, Zhenyu & Pan, Qian, 2027, "Joint arbitrage-free smoothing of American call and put options surfaces," European Journal of Operational Research, Elsevier, volume 336, issue 1, pages 388-404, DOI: 10.1016/j.ejor.2026.07.049.
• Brignone, Riccardo & Sgarra, Carlo, 2027, "Full calibration, fast simulation, and exotic options pricing under the Ornstein–Uhlenbeck driven stochastic volatility model," European Journal of Operational Research, Elsevier, volume 336, issue 1, pages 405-418, DOI: 10.1016/j.ejor.2026.08.010.

2026

• Mukadder Horasan, 2026, "Stock Return Dynamics in Logistics Companies: Evidence From Panel Data," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 41, issue 125, pages 243-261, April, DOI: https://doi.org/10.33203/mfy.174751.
• Hengjie Ai & Ravi Bansal & Hongye Guo & Amir Yaron, 2026, "Identifying Preference for Early Resolution from Asset Prices," American Economic Review, American Economic Association, volume 116, issue 6, pages 2242-2281, June, DOI: 10.1257/aer.20221351.
• Massimo Guidolin, Manuela Pedio, 2026, "Biodiversity Risk and Commodity Markets: Evidence, Theory, and an Agenda for Future Research," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 26286.
• Mattia Bevilacqua & Jon Danielsson & Lerby Ergun & Andreas Uthemann & Jean-Pierre Zigrand, 2026, "Central Bank Crisis Interventions and the Term Structure of Market Fear," Staff Working Papers, Bank of Canada, number 26-17, May, DOI: 10.34989/swp-2026-17.
• Nicole El Karoui & Antoine Parent & Pierre‐Charles Pradier, 2026, "Louis Bachelier's Théorie de la Spéculation: The Missing Piece in Walras's General Equilibrium," Kyklos, Wiley Blackwell, volume 79, issue 2, pages 429-443, May, DOI: 10.1111/kykl.70026.
• Tom Doan, 2026, "SADORSKYEE2012: RATS program to replicate Sadorsky(2012)'s "Correlations and Volatility Spillovers..." paper," Statistical Software Components, Boston College Department of Economics, number RTJ00088, revised .
• Rhys Bidder & Dimitris Papadimitriou & Lavinia Rognone & Shunshun Zhang, 2026, "Climate risks, short and long," Working Papers, Bank of Greece, number 367, Aug, DOI: 10.52903/wp2026367.
• Ioannis Michopoulos & Olivier Scaillet & Nikolas Topaloglou, 2026, "Asset Pricing Robustness in Venture Capital," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-26, Mar.
• Martin, Ian & Shi, Ran, 2026, "On the Moments of the Stochastic Discount Factor," CEPR Discussion Papers, Centre for Economic Policy Research, number 21235, Mar.
• Martin, Ian & Shi, Ran, 2026, "Forecasting Crashes with a Smile," CEPR Discussion Papers, Centre for Economic Policy Research, number 21236, Mar.
• Joel P. Flynn & Maksim Meinert & Karthik A. Sastry, 2026, "Forecasting With Uncertain Persistence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2544, Jun.
• Correia, Ricardo & Población García, Francisco Javier, 2026, "Contingent convertible debt: what is and what should have been," Working Paper Series, European Central Bank, number 3170, Jan.
• de Vries, Martijn A., 2026, "Time-varying risk aversion and the equity term structure," Journal of Behavioral and Experimental Finance, Elsevier, volume 49, issue C, DOI: 10.1016/j.jbef.2026.101141.
• Liu, Ying & Wang, Xi, 2026, "Has CRMW lowered the cost of corporate debt? A structural credit risk model," Journal of Economic Dynamics and Control, Elsevier, volume 183, issue C, DOI: 10.1016/j.jedc.2025.105239.
• Yu, Deshui & Huang, Difang & Yin, Ximing, 2026, "Market-based short-rate uncertainty and time-varying expected returns," Journal of Economic Dynamics and Control, Elsevier, volume 188, issue C, DOI: 10.1016/j.jedc.2026.105348.
• Tian, Weidong, 2026, "Preference revelation when investment is time-dependent," Journal of Economic Dynamics and Control, Elsevier, volume 190, issue C, DOI: 10.1016/j.jedc.2026.105369.
• Chen, Yang & Xu, Mengxia & Liu, Qing, 2026, "Systemically important commodity futures in China," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102525.
• Gregory, Richard Paul, 2026, "A parsimonious method of priced factor testing: the fraud index," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102639.
• Zhou, Yaping & Diao, Xundi, 2026, "Exploring low returns in SSE 50ETF options away from the money: the role of variance and jump risk premiums," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102664.
• Ahn, Jungkyu & Lee, Doowon, 2026, "A tale of two tails," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112729.
• Filip, Angela-Maria & Negrea, Bogdan, 2026, "Hedge fund strategies performance: The edge of Omega ratio over conventional metrics," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112804.
• Verdickt, Gertjan, 2026, "The economic cost of selection neglect in portfolio choice: evidence from Australian fine wine auctions," Economics Letters, Elsevier, volume 266, issue C, DOI: 10.1016/j.econlet.2026.113061.
• Asencio, Felipe & Bernales, Alejandro & González, Daniel & Holowczak, Richard & Verousis, Thanos, 2026, "Decomposing informed trading in equity options," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106131.
• Brignone, Riccardo & Junike, Gero, 2026, "Exact simulation of stochastic volatility models based on conditional Fourier-cosine method," European Journal of Operational Research, Elsevier, volume 328, issue 3, pages 1036-1053, DOI: 10.1016/j.ejor.2025.08.061.
• Kudryavtsev, Oleg & Trushin, Eshref, 2026, "A new real option methodology for the quality-by-design pharmaceutical research and development," European Journal of Operational Research, Elsevier, volume 333, issue 3, pages 868-881, DOI: 10.1016/j.ejor.2026.01.030.
• Shafaati, Mobina & Chance, Don M. & Brooks, Robert, 2026, "The cross-section of individual equity option returns," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101748.
• Andersen, Sveinung & Hagspiel, Verena & Oliveira, Carlos & Røsbjørgen, Jan Magnus, 2026, "Investing in carbon transportation under volume uncertainty and scaling flexibility," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109064.
• Verousis, Thanos & Wang, Kai & Zhou, Zhiping, 2026, "Ambiguity about volatility in the commodity futures market," Energy Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.eneco.2026.109199.
• Wang, HaiFeng & Long, Qin & Deng, Xi & Zhu, Bangzhu & Xiao, DengDeng, 2026, "Higher-order moment connectedness between green cryptocurrencies and energy markets: The role of climate policy uncertainty," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109464.
• Pasricha, Puneet & He, Xin-Jiang, 2026, "Vulnerable options under a Hawkes jump-diffusion model with two-factor stochastic volatility," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105095.
• Samarakoon, S.M.R.K. & Nanayakkara, N.S. & Pradhan, Rudra P., 2026, "Hedging tail risk in foreign exchange markets: A copula-GARCH-EVT approach," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105266.
• Lee, Hangsuck & Ha, Hongjun & Lee, Minha, 2026, "Window quanto lookback options," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105276.
• Willeboordse, Frederick H., 2026, "Does gamma survive the close?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110281.
• Ahnouch, Mohammed & Saout, Erwan Le, 2026, "Traded-coordinate hessians and hedge-feedback fragility: barrier curvature in the down-and-in put channel," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110384.
• Neururer, Thaddeus & Papadakis, George, 2026, "Bundled guidance types and changes in expected volatility," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109632.
• Lee, Hangsuck & Kong, Byungdoo & Lee, Minha & Ha, Hongjun, 2026, "A first-touch approach to American option valuation with piecewise linear boundaries," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109843.
• Chang, Eric C. & Ge, Li & Lin, Tse-Chun & Ma, Xiaorong, 2026, "The effect of stock market indexing on option market conditions," Journal of Financial Markets, Elsevier, volume 78, issue C, DOI: 10.1016/j.finmar.2025.101026.
• Egebjerg, Sebastian, 2026, "Deep hedging 0DTE options," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101535.
• Li, Weihan & Zhang, Jin E. & Ruan, Xinfeng & Aschakulporn, Pakorn, 2026, "The rare disaster concern index: RIX," Global Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.gfj.2025.101226.
• Zhou, Yi, 2026, "Weather risk and financial markets: Credit risk, stock returns, and corporate fundamentals," Global Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.gfj.2026.101239.
• Chen, Shaoying & Cui, Zhenyu & Yang, Yang & Zhang, Zhimin, 2026, "Efficient pricing and Greeks estimation for variable annuities under a multivariate OUSV model," Insurance: Mathematics and Economics, Elsevier, volume 127, issue C, DOI: 10.1016/j.insmatheco.2026.103220.
• Scharnowski, Stefan, 2026, "Fractional and around the clock: Trading activity in tokenized financial assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102355.
• Cao, Wenbin & Duan, Xiaoman & Linn, Scott & Six, Pierre, 2026, "New tests of the theory of storage and the theory of normal backwardation: Time and frequency dimensions," Journal of Banking & Finance, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbankfin.2025.107611.
• Coqueret, Guillaume & Tavin, Bertrand & Zhou, Yuxin, 2026, "Sustainability in commodity markets," Journal of Banking & Finance, Elsevier, volume 184, issue C, DOI: 10.1016/j.jbankfin.2025.107599.
• Wang, Zerong & Zhang, Gongqiu, 2026, "Joint valuation of SPX and VIX options by GARCH models with bad and good environments," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107719.
• Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas, 2026, "Financialization and the drivers of commodity futures returns," Journal of Banking & Finance, Elsevier, volume 190, issue C, DOI: 10.1016/j.jbankfin.2026.107772.
• Nishihara, Michi & Shibata, Takashi & Chevalier-Roignant, Benoit, 2026, "Effects of an interest coverage ratio covenant on optimal capital structure and firm value," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107788.
• Verdickt, Gertjan, 2026, "The asset-pricing implications of selection neglect: Evidence from global fine wine auctions," Journal of Banking & Finance, Elsevier, volume 191, issue C, DOI: 10.1016/j.jbankfin.2026.107792.
• Adjemian, Michael K. & Petroff, Casey & Robe, Michel A., 2026, "The political economy of export bans and commodity price volatility: Theory and evidence from agricultural markets," Journal of International Money and Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jimonfin.2026.103552.
• Beck, Krzysztof & Filippidis, Michail & Jackson, Karen & Magkonis, Georgios, 2026, "Commodity prices redux: A global factor story," Journal of International Money and Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jimonfin.2026.103588.
• Gavronski, Pedro & De Genaro, Alan, 2026, "Jumps and jolts: A continuous-time model for electricity future contract pricing," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2025.100535.
• Dodd, Olga & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simon, 2026, "Political risk and commodity currencies," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100562.
• Kim, Hyeyun & Diao, Xundi & Zhou, Yaping, 2026, "The time-varying role of implied volatility curvature in information flow: Evidence in China," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103301.
• Alfeus, Mesias & Mwampashi, Muthe M. & Nikitopoulos, Christina S. & Overbeck, Ludger, 2026, "Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103310.
• Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin, 2026, "The Russia-Ukraine conflict and its impact on Moscow exchange-traded futures," Pacific-Basin Finance Journal, Elsevier, volume 99, issue C, DOI: 10.1016/j.pacfin.2026.103229.
• Chen, Wenting & Zhou, Fangzhao & Xu, Wei & He, Xin-Jiang, 2026, "Analytically pricing commodity futures options within a multi-layered stochastic financialization framework," The Quarterly Review of Economics and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.qref.2026.102175.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P., 2026, "How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures," Renewable Energy, Elsevier, volume 256, issue PD, DOI: 10.1016/j.renene.2025.124110.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2026, "Decoding renewable PPA prices in California's energy market," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2025.125168.
• Nobuhiro Sanko, & Hideyuki Yamamoto,, 2026, "Rail bonus and its extension to rail operator bonus in urban corridor: comparisons across modes and operators," Research in Transportation Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.retrec.2026.101780.
• Lee, Geul & Chen, Jing & Ryu, Doojin, 2026, "Effectiveness of domain stabilization: A broader perspective," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104799.
• Niemann, Gunnar & Reichling, Peter & Zbandut, Anastasiia, 2026, "Cross-section of index option rates of return and elasticity dynamics on the EU and US markets," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104928.
• Kumar, Satish & Trück, Stefan & Wellmann, Dennis, 2026, "Factors of the term structure of realized risk premiums in the Australian currency forward market," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105005.
• Shi, Zhengguang & Wu, Haofei, 2026, "Rough Heston model with variable Hurst exponent and option pricing," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105054.
• Barasal Morales, Adriano, 2026, "Climate calm? Long-run temperature signals and volatility in EU carbon futures," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105221.
• Jahangir, Rashed & Tunahan, Hakan & Garip, Busra, 2026, "Commodity futures markets under global supply chain stress," International Review of Economics & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.iref.2026.105616.
• Shaikh, Imlak & Vallabh, Priyanka & Kaushal, Leena A., 2026, "The seasonality of India's gold price premium and discount: Evidence from world gold council and MCX India," Research in International Business and Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.ribaf.2026.103475.
• Grobys, Klaus & Näsman, Sebastian & Sandretto, Davide, 2026, "Using on-chain data to predict Bitcoin cycles," Research in International Business and Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.ribaf.2026.103486.
• Khan, Talat Mehmood & Khan, Muhammad Awais & Popesko, Boris, 2026, "The strategic role of Artificial Intelligence in Attracting Foreign Institutional Investors: A comparative analysis of new and old firms," Technology in Society, Elsevier, volume 86, issue C, DOI: 10.1016/j.techsoc.2026.103293.
• Dufrénot, Gilles & Ginn, William & Pourroy, Marc, 2026, "Climate change impacts on commodity price stability through changing ENSO patterns," World Development, Elsevier, volume 197, issue C, DOI: 10.1016/j.worlddev.2025.107165.
• Marco Gallegati & William Ginn & Jamel Saadaoui & Solomos Solomou & Kun Tian, 2026, "Climate Shocks in Global Oil Markets: Time-Varying ENSO Transmission to WTI Spot and Futures Prices," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-56, Jul.
• Yun Young Gwak & James Morley & Benjamin Wong, 2026, "Unpacking Global Inflation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-64, Aug.
• Anna Amirdjanova & David Lynch & Anni Zheng, 2026, "Initial Margin for Crypto Currencies Risks in Uncleared Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-009, Feb, DOI: 10.17016/FEDS.2026.009.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 1—A Primer," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 516, pages 1-8, January, DOI: 10.21033/cfl-2026-516.
• Ketan B. Patel, 2026, "How the U.S. Treasury Futures Market and the Basis Trade Could Be Affected by the Treasury Clearing Mandate: Part 2—The Possible Role of Cross-Margining," Chicago Fed Letter, Federal Reserve Bank of Chicago, volume 517, pages 1-8, January, DOI: 10.21033/cfl-2026-517.
• Stefania D'Amico & Thomas B. King & Francisco Torralba, 2026, "How Do Market Expectations React to the FOMC Dot Plot?," Staff Reports, Federal Reserve Bank of New York, number 1204, Sep, DOI: 10.59576/sr.1204.
• Mikhail S. Makushkin, 2026, "Russian Corporate Bond Market After 2022: New Challenges and Financial Innovations," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 27-44, August, DOI: 10.31107/2075-1990-2026-4-27-44.
• Monika Timková, 2026, "Design of Modified Express Certificates on One Underlying Asset," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 77, issue 2, pages 81-92, DOI: 10.32910/ep.77.2.1.
• Tony Berrada & Jerome Detemple & Marcel Rindisbacher, 2026, "Volatility During the COVID-19 Pandemic," Management Science, INFORMS, volume 72, issue 2, pages 1529-1559, February, DOI: 10.1287/mnsc.2024.04352.
• Mark Davis & Seiya Goto & Koichi Matsumoto, 2026, "Hedging Derivatives with Recalibration and Model Risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 65-93, March, DOI: 10.1007/s10690-024-09501-7.
• Markus Hess, 2026, "Modeling Electricity Prices with Stochastic Langevin Equations," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 315-346, March, DOI: 10.1007/s10690-024-09508-0.
• Lingjie Shao & Xinyi Xue & Hongran Zhang & Xinyue Fang & Junle Wu, 2026, "Optimal Exercise and Pricing of Swing Options with Global Constraints under the Regime-Switching Model," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 5, pages 3547-3571, May, DOI: 10.1007/s10614-025-10994-1.
• Klaus Grobys, 2026, "On the Estimation of Optimal Cutoffs for Power Laws and the Cross Section of Realized Foreign Exchange Rate Variances," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 2, pages 1245-1292, August, DOI: 10.1007/s10614-025-11064-2.
• Hyungkuk Yoon & Bara Kim & Jeongsim Kim & Jerim Kim, 2026, "Pricing of geometric Asian power barrier options," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-28, December, DOI: 10.1007/s11147-025-09219-2.
• Zelei Li & Xingchun Wang & Yiming Wang & Mengjie Zhao, 2026, "Valuing vulnerable Asian options under contagion dynamics," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-26, December, DOI: 10.1007/s11147-025-09222-7.
• Pakorn Aschakulporn & Jin E. Zhang, 2026, "Option-pricing formulas with skewness and kurtosis," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-23, December, DOI: 10.1007/s11147-025-09224-5.
• Simon Fritzsch & Felix Irresberger & Gregor Weiß, 2026, "Predicting option prices from their price history via machine learning," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-38, December, DOI: 10.1007/s11147-026-09228-9.
• Teemu Pennanen & Luciane Sbaraini Bonatto, 2026, "An integrated optimisation model for pricing and hedging oil derivatives," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-33, December, DOI: 10.1007/s11147-026-09229-8.
• Ruizi Hu & Jin E. Zhang & Pakorn Aschakulporn, 2026, "The Greeks of the Bakshi–Madan formula," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-40, December, DOI: 10.1007/s11147-026-09237-8.
• Mohd Raagib Shakeel & Satyam Yadav & Musheer Ahmad, 2026, "Option pricing under regime-switching jump-diffusion dynamics with transaction costs: a neural SDE approach," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-70, December, DOI: 10.1007/s11147-026-09238-7.
• Keorapetse Leballo & Jules Clement Mba, 2026, "Stress-consistent macroprudential overlay for derivative pricing," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-026-09241-y.
• Yi Zhou, 2026, "Using Generative AI to predict the weather impact on future stock returns," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 4, pages 1569-1606, May, DOI: 10.1007/s11156-025-01437-x.
• Klaus Grobys, 2026, "Magnificent 7: unsustainable growth and systemic risk," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 2, pages 437-468, August, DOI: 10.1007/s11156-025-01458-6.
• Joshua B. Miller, 2026, "Penney’s game odds from no-arbitrage," Theory and Decision, Springer, volume 101, issue 1, pages 103-117, August, DOI: 10.1007/s11238-026-10123-w.
• Emanuele Citera & Veronika Dolar, 2026, "Speculation or Fundamentals? European Natural Gas Price Swings Post 2020," Economics Working Paper Archive, Levy Economics Institute, number wp_1110, Mar.
• Agostino Capponi & Stijn Van Nieuwerburgh & Xinkai Wu, 2026, "Pricing Residential Mortgage Credit Risk in the Post-GFC Era," NBER Working Papers, National Bureau of Economic Research, Inc, number 34708, Jan.
• Hui Chen & Yuhan Cheng & Yanchu Liu & Ke Tang, 2026, "Teaching Economics to the Machines," NBER Working Papers, National Bureau of Economic Research, Inc, number 34713, Jan.
• Erik P. Gilje & Robert C. Ready & Nikolai Roussanov & Jérôme P. Taillard, 2026, "When Benchmarks Fail: The Causes and Consequences of Negative Oil Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 34905, Feb.
• Joel P. Flynn & Maksim Meinert & Karthik Sastry, 2026, "Forecasting with Uncertain Persistence," NBER Working Papers, National Bureau of Economic Research, Inc, number 35411, Jul.
• Turan G. Bali & Bryan T. Kelly & Mathis Mörke, 2026, "Volatility Disagreement in the Options Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 35500, Jul.
• Zhongtian Chen & Nikolai Roussanov & Xiaoliang Wang & Dongchen Zou, 2026, "Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux," NBER Working Papers, National Bureau of Economic Research, Inc, number 35579, Aug.
• Mamiko Yamashita, 2026, "Pricing Kernel Monotonicity and the Conservativeness of Risk-Neutral Forecasts," OSIPP Discussion Paper, Osaka School of International Public Policy, Osaka University, number 26E008, May.
• Liuren Wu & Yaofei Xu, 2026, "Cross-Sectional Variation of Risk-targeting Option Portfolios," The Review of Asset Pricing Studies, Society for Financial Studies, volume 16, issue 1, pages 133-161.
• Jens Hilscher & Alon Raviv & Ricardo Reis, 2026, "How Likely Is an Inflation Disaster?," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 744-782.
• Alex Horenstein & Aurelio Vasquez & Xiao Xiao, 2026, "Common Factors in Equity Option Returns," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 835-874.
• Peter Reinhard Hansen & Chen Tong, 2026, "Option Pricing with Time-Varying Volatility Risk Aversion," The Review of Financial Studies, Society for Financial Studies, volume 39, issue 3, pages 875-924.
• Lena Gebauer & Christian Kreuzer & Christoph Schmidhammer, 2026, "Sustainability in calm and rough waters: an empirical investigation of european ESG ETFs," Journal of Asset Management, Palgrave Macmillan, volume 27, issue 1, pages 1-22, March, DOI: 10.1057/s41260-025-00436-w.
• Ishay Wolf, 2026, "Pension redistribution and poverty reduction: a prospect theory approach," Risk Management, Palgrave Macmillan, volume 28, issue 2, pages 1-18, May, DOI: 10.1057/s41283-026-00208-9.
• Vidal Llauradó, Joan, 2026, "Latent Volatility Contagion in Rough Volatility Models," MPRA Paper, University Library of Munich, Germany, number 128734, Apr.
• Vidal Llauradó, Joan, 2026, "A Rough Theory of Markets," MPRA Paper, University Library of Munich, Germany, number 128739, Apr.
• Brogi, Athos, 2026, "Delta Hedging with the Modified Binomial Tree," MPRA Paper, University Library of Munich, Germany, number 128937, Apr.
• Djouad, Djellal, 2026, "The China AI Disruption Thesis : Why the Sell-Side Is Six Months Late," MPRA Paper, University Library of Munich, Germany, number 129363, Jun.
• Djouad, Djellal, 2026, "FX Traders vs Brokers : Vanilla and Exotic Options, Forwards, and Other OTC Structures: What Retail Traders Never See," MPRA Paper, University Library of Munich, Germany, number 129364, Jun.
• Djouad, Djellal, 2026, "Beyond Gamma Exposure : Four-Lens Framework for Options Trader Who See What GEX Misses," MPRA Paper, University Library of Munich, Germany, number 129365, Jun.
• Souhir Amri Amamou & Balkissa Hassane Ali, 2026, "The Relationship Between Spot and Future Cryptocurrencies: A VECM Approach," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 33, issue 1, January.
• Tina Rakic & Lyudmila Gadasina, 2026, "Shocks propagation mechanism analysis on Russian commodity exchanges: The example of The Moscow Exchange," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 81, pages 46-67.
• Federico Aluigi & Lucia Caramellino & Paolo Pigato & Edoardo Scrima, 2026, "Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets," CEIS Research Paper, Tor Vergata University, CEIS, number 626, Aug, revised 05 Aug 2026.
• Simon-Pierre Boucher & Marie-Hélène Gagnon & Gabriel J. Power, 2026, "Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises," The Energy Journal, , volume 47, issue 2, pages 167-207, March, DOI: 10.1177/01956574251369707.
• Ericka Osses & Robert Kaufmann & Yihong Xiao, 2026, "Price Discovery in a Financialized Oil Market," The Energy Journal, , volume 47, issue 3, pages 123-138, May, DOI: 10.1177/01956574251410584.
• Rupinder Katoch & Shilpa Batra, 2026, "Co-movement Between NIFTY Spot and Futures Indices: A Time–Frequency Analysis Using Wavelet," Studies in Microeconomics, , volume 14, issue 1, pages 7-29, April, DOI: 10.1177/23210222231194860.
• Umberto Cherubini & Sabrina Mulinacci, 2026, "Implied dividend bounds in option prices: anatomy of two markets," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 373-398, June, DOI: 10.1007/s10203-025-00506-z.
• Rita Pimentel & Morten Risstad & Sondre Rogde & Erlend S. Rygg & Jacob Vinje & Sjur Westgaard & Cassandra Wu, 2026, "Option pricing with deep learning: a long short-term memory approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 155-186, June, DOI: 10.1007/s10203-025-00518-9.
• Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2026, "Expectile-linked golden investment strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 49, issue 1, pages 847-868, June, DOI: 10.1007/s10203-026-00564-x.
• Francis Liu & Natalie Packham & Wolfgang Karl Härdle & Ramona Merkl, 2026, "Option-based pricing of secured lending in P2P crypto markets," Digital Finance, Springer, volume 8, issue 1, pages 1-23, March, DOI: 10.1007/s42521-026-00177-4.
• Wongtawan Uthumrat & Napon Hongsakulvasu & Anin Rupp, 2026, "Cryptocurrency futures forecasting and dynamic hedging: evidence from bitcoin and ether using time-varying volatility models," Digital Finance, Springer, volume 8, issue 2, pages 1-38, June, DOI: 10.1007/s42521-026-00195-2.
• Moritz F. Uttscheid, 2026, "Dividend stripping in Germany: evidence from the futures market," Economics of Governance, Springer, volume 27, issue 1, pages 1-44, December, DOI: 10.1007/s10101-026-00378-y.
• Francesca Biagini & Alessandro Doldi & Jean-Pierre Fouque & Marco Frittelli & Thilo Meyer-Brandis, 2026, "Collective arbitrage and the value of cooperation," Finance and Stochastics, Springer, volume 30, issue 1, pages 1-57, January, DOI: 10.1007/s00780-025-00582-4.
• Benjamin Joseph & Grégoire Loeper & Jan Obłój, 2026, "Calibration of local volatility models with stochastic interest rates using optimal transport," Finance and Stochastics, Springer, volume 30, issue 2, pages 397-439, April, DOI: 10.1007/s00780-026-00588-6.
• Libo Li & Ruyi Liu & Marek Rutkowski, 2026, "Vulnerable European and American options in a hazard-process model," Finance and Stochastics, Springer, volume 30, issue 2, pages 553-596, April, DOI: 10.1007/s00780-026-00590-y.
• Ricardo T. Fernholz & Robert Fernholz, 2026, "Portfolios generated by contingent claim functions, with applications to option pricing," Finance and Stochastics, Springer, volume 30, issue 3, pages 873-901, July, DOI: 10.1007/s00780-026-00597-5.
• Tahir Choulli & Emmanuel Lepinette, 2026, "Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon," Finance and Stochastics, Springer, volume 30, issue 4, pages 1135-1177, October, DOI: 10.1007/s00780-026-00599-3.
• Eduardo Abi Jaber & Xiaoyuan Shaun Li & Xuyang Lin, 2026, "Fourier–Laplace transforms in polynomial Ornstein–Uhlenbeck volatility models," Finance and Stochastics, Springer, volume 30, issue 4, pages 1023-1079, October, DOI: 10.1007/s00780-026-00603-w.
• Gongqiu Zhang, 2026, "Analysis of Markov chain approximation for regime-switching jump-diffusions with nonsmooth coefficients: deformed contour integration approach," Finance and Stochastics, Springer, volume 30, issue 4, pages 1081-1134, October, DOI: 10.1007/s00780-026-00605-8.
• H. Peter Boswijk & Roger J. A. Laeven & Niels Marijnen & Evgenii Vladimirov, 2026, "Characteristic Function-Based Factor Modeling of Affine Jump-Diffusions using Options," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 26-026/III, May.
• PITEȘ, Călin-Andrei, 2026, "Hedging Ineffectiveness And Forward Market Underdevelopment In The Romanian Electricity Market, 2019–2025," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 30, issue 2, pages 108-128, June, DOI: https://doi.org/10.65672/fs.2026.2..
• Gilbert Mbara, 2026, "Hedging Auction Volatility with Gap Call Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2026-20.
• Shengwu Du & Travis D. Nesmith & Yanggen Heppe, 2026, "Does Financial Stress Affect Commodity Futures Traders' Positions?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 2, pages 413-434, February, DOI: 10.1002/fut.70064.
• Arunava Bandyopadhyay & Prabina Rajib, 2026, "Does Index Investment and Speculative Sentiment Impact Price Discovery?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 01, pages 1-38, March, DOI: 10.1142/S2010495226500077.
• Ricardo Lalloo, 2026, "Multivariate Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 21, issue 03, pages 1-78, September, DOI: 10.1142/S201049522650017X.
• Sampath Thokala, 2026, "Volatility Spillovers in Indian Commodity Markets: Empirical Evidence from the MGARCH Model," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 29, issue 02, pages 1-24, June, DOI: 10.1142/S0219091526500116.
• Anna Battauz & Fulvio Ortu & Francesco Rotondi, 2026, "Arbitrage Theory in Discrete and Continuous Time," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14409, ISBN: ARRAY(0x5da6b9b8), May.
• Bali, Turan G. & Goyal, Amit & Mörke, Mathis & Weigert, Florian, 2026, "In search of seasonality in intraday and overnight option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 26-02.
• Gondauri, Davit, 2026, "Robust Portfolio Optimization under Computational Complexity: A P-vs-NP-Inspired Markowitz-CAPM Framework with Cardinality Constraints and a Black-Scholes Derivative-Pricing Overlay," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 341673.

2025

• 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.
• boughabi, houssam, 2025, "A Volatility Method of Crude Oil Dynamics: The Role of Market and Commodity Volatilities in Determining Equilibrium Prices," MPRA Paper, University Library of Munich, Germany, number 129471, Dec.
• 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, March, 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, March, 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.