Applied Mathematical Finance
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scholarly journals A Structural Approach to Default Modelling with Pure Jump Processes

2021 ◽  
pp. 1-31
Author(s):  
Jean-Philippe Aguilar ◽  
Nicolas Pesci ◽  
Victor James
Keyword(s):  
Structural Approach ◽  
Jump Processes

Spiking the Volatility Punch

2021 ◽  
pp. 1-25
Author(s):  
Peter Carr ◽  
Gianna Figà-Talamanca

scholarly journals Detecting and Repairing Arbitrage in Traded Option Prices

2021 ◽  
pp. 1-29
Author(s):  
Samuel N. Cohen ◽  
Christoph Reisinger ◽  
Sheng Wang
Keyword(s):  
Option Prices

scholarly journals Deep Learning for Market by Order Data

2021 ◽  
Vol 28 (1) ◽  
pp. 79-95
Author(s):  
Zihao Zhang ◽  
Bryan Lim ◽  
Stefan Zohren
Keyword(s):  
Deep Learning
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