arxiv量化文献20210105

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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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2021-1-5 22:13:04 上传

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关键词：Indifference governmental comparisons persistence Adjustments