Paper Review Records
All Paper Review Records
18 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
405
days
Testing and modelling time varying (a)symmetric tails
Authors
Dario PalumboShow moreShow less
Affiliations
1. Ca' Foscari University of Venice; 2. University of CambridgeShow moreShow less
510
days
A network-based mixture transition distribution approach to portfolio optimization
Authors
R. De Blasis; L. Galati; F. PetroniShow moreShow less
Affiliations
1. Marche Polytechnic University; 2. Ludwig Maximilian University of Munich; 3. Digital Finance Co-operative Research Centre; 4. University of Chieti-Pescara “G. D'Annunzio”Show moreShow less
133
days
No arbitrage assumption implies the differentiability of the derivative pricing function
Authors
Kihun Nam; Yunxi XuShow moreShow less
Affiliations
1. Monash University; 2. Institute for Theoretical Sciences, Westlake UniversityShow moreShow less
321
days
ClusterLOB: enhancing trading strategies by clustering orders in limit order books
Authors
Yichi Zhang; Mihai Cucuringu; Alexander Y. Shestopaloff; Stefan ZohrenShow moreShow less
Affiliations
1. University of Oxford; 2. Feishu Institute; 3. University of California Los Angeles; 4. Queen Mary University of London; 5. University of GuelphShow moreShow less
324
days
Valuation of American options in ambiguous multifactor models
Authors
Ankush Agarwal; Christian Ewald; Yihan ZouShow moreShow less
Affiliations
1. University of Western Ontario; 2. University of Glasgow; 3. University of Inland; 4. Umeå UniversityShow moreShow less
569
days
Clearing time randomization and transaction fees for auction market design
Authors
Thibaut Mastrolia; Tianrui XuShow moreShow less
Affiliations
1. UC BerkeleyShow moreShow less
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