Simulations
- T-Vasicek Credit Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance October 2018, 24 (3) 65-78; DOI: https://doi.org/10.3905/jsf.2018.24.3.065
- What Investment Risk Means to You, Illustrated: Strategic Asset Allocation, the Budget Constraint, and the Volatility of Spending during RetirementM. Barton Waring and Laurence B. SiegelThe Journal of Retirement October 2018, 6 (2) 7-26; DOI: https://doi.org/10.3905/jor.2018.1.041
- Computing Risk Measures of Life Insurance Policies through the Cox–Ross–Rubinstein ModelMassimo CostabileThe Journal of Derivatives November 2018, 26 (2) 86-94; DOI: https://doi.org/10.3905/jod.2018.26.2.086
- Retail Order Flow SegmentationCorey Garriott and Adrian WaltonThe Journal of Trading July 2018, 13 (3) 13-23; DOI: https://doi.org/10.3905/jot.2018.13.3.013
- Implied Volatility Estimation via ℓ1 Trend FilteringPablo Crespo and Ta-Cheng HuangThe Journal of Derivatives August 2018, 26 (1) 45-66; DOI: https://doi.org/10.3905/jod.2018.26.1.045
- When Less Is More: Passive Volume Algos for Enhanced PerformancePaul Besson and Matthieu LasnierThe Journal of Trading March 2018, 13 (2) 20-34; DOI: https://doi.org/10.3905/jot.2018.13.2.020
- Pathetic Protection: The Elusive Benefits of Protective PutsRoni IsraelovThe Journal of Alternative Investments December 2018, 21 (3) 6-33; DOI: https://doi.org/10.3905/jai.2018.1.066
- Deep Hedging of Derivatives Using Reinforcement LearningJay Cao, Jacky Chen, John Hull and Zissis PoulosThe Journal of Financial Data Science January 2021, 3 (1) 10-27; DOI: https://doi.org/10.3905/jfds.2020.1.052
- On the Predictability of the Equity Premium Using Deep Learning TechniquesJonathan Iworiso and Spyridon VrontosThe Journal of Financial Data Science January 2021, 3 (1) 74-92; DOI: https://doi.org/10.3905/jfds.2020.1.051
- Deviations from Covered Interest Rate Parity: The Case of British Pound Sterling versus EuroFrank Lehrbass and Thamara Sandra SchusterThe Journal of Financial Data Science January 2021, 3 (1) 140-151; DOI: https://doi.org/10.3905/jfds.2020.1.050
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