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arxiv量化文献20210105
[1] Pricing spread option with liquidity adjustments [2] Forward indifference valuation and hedging of basis risk under partial information [3] Exploring the Impact of COVID 19 in the Sustainability of Airbnb Business Model [4] Extreme Strike Comparisons and Structural Bounds for SPX and VIX Options [5] The 2020 Global Stock Market Crash [6] Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID 19 [7] What does the consumer know about the environmental damage caused by the disposable cup and the need to replace it [8] Governmental incentives for green bonds investment [9] Analysis and Design of Markets for Tradable MobilityCredit Schemes [10] Bankruptcy prediction using disclosure text features [11] The Value Added of Machine Learning to Causal Inference [12] Using attention to model long term dependencies in occupancy behavior [13] Design and analysis of momentum trading strategies [14] Model free price bounds under dynamic option trading [15] Predicting the Performance of a Future United Kingdom Grid and Wind Fleet When Providing Power to a Fleet of Battery Electric Vehicles [16] Mind the wealth gap [17] The OxyContin Reformulation Revisited [18] A Time Inconsistent Dynkin Game [19] COVID 19 spreading in financial networks [20] Estimation of Tempered Stable L vy Models of Infinite Variation [21] Credit Crunch [22] Better Bunching, Nicer Notching |
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