The impact of COVID-19 on tail risk: Evidence from Nifty index options. [PDF]
Agarwalla SK, Varma JR, Virmani V.
europepmc +1 more source
Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. [PDF]
Cummins M +4 more
europepmc +1 more source
The function and impact of cryptocurrency and data technology in the context of financial technology: introduction to the issue. [PDF]
Zhao L.
europepmc +1 more source
Implied value-at-risk and model-free simulation. [PDF]
Bernard C, Perchiazzo A, Vanduffel S.
europepmc +1 more source
Pricing quanto options with market liquidity risk. [PDF]
Gao R, Bai Y.
europepmc +1 more source
Reduced effects of social feedback on learning in Turner syndrome. [PDF]
Björlin Avdic H +9 more
europepmc +1 more source
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process. [PDF]
Bernis G +3 more
europepmc +1 more source
Learning agents in Black-Scholes financial markets. [PDF]
Vaidya T, Murguia C, Piliouras G.
europepmc +1 more source
The magic of first impressions: Do facial displays on online platforms affect users' offline conversion rate? [PDF]
Zhang X, Li Q, Han C, Huang X.
europepmc +1 more source

