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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 5801–5850; page 117 of 188.
Numeraire Invariance of Entropy-Projected Martingale Measures
Jan Vecer · 2026 · advanced · stochastic calculus
asset pricing · martingales · mathematical finance · optimization
Numéraire-invariant preferences in financial modeling
Kardaras, Constantinos · 2010 · advanced · portfolio management
mathematical finance
Numeraire-invariant quadratic hedging and mean–variance portfolio allocation
Černý, Aleš, Czichowsky, Christoph, Kallsen, Jan · 2021 · advanced · derivatives
mathematical finance · optimization · portfolio management · stochastic calculus · stochastic processes
Numerical analysis of a particle system for the calibrated Heston-type local stochastic volatility model
Christoph Reisinger, Maria Olympia Tsianni · 2025 · advanced · stochastic calculus
model calibration · monte carlo simulation · numerical methods · stochastic differential equations · stochastic processes
Numerical analysis of American option pricing in a two-asset jump-diffusion model
Hao Zhou, Duy-Minh Dang · 2024 · advanced · options
jump processes · numerical methods · option pricing · partial differential equations
Numerical analysis of an extended structural default model with mutual liabilities and jump risk
Vadim Kaushansky, Alexander Lipton, Christoph Reisinger · 2016 · advanced · risk management
credit derivatives · credit risk · financial networks · jump processes · model calibration · numerical methods
Numerical analysis on locally risk-minimizing strategies for Barndorff-Nielsen and Shephard models
Takuji Arai · 2025 · advanced · options
numerical methods · stochastic processes
Numerical approximation of a cash-constrained firm value with investment opportunities
Pierre, Erwan, Villeneuve, Stéphane, Warin, Xavier · 2016 · advanced · other
numerical methods · optimization · partial differential equations
Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
A. Agarwal, S. De Marco, E. Gobet · 2024 · advanced · stochastic calculus
mathematical finance · stochastic differential equations · stochastic processes
Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models
Josef Daněk, J. Pospíšil · 2020 · advanced · options
numerical methods · option pricing
Numerical methods for lambda quantiles: robust evaluation and portfolio optimisation
Ilaria Peri, Linus Wunderlich · 2026 · advanced · risk management
numerical methods · optimization · portfolio optimization · risk management
Numerical methods for solving PIDEs arising in swing option pricing under a two-factor mean-reverting model with jumps
Mustapha Regragui, Karel J. in 't Hout, Michèle Vanmaele · 2025 · advanced · options
jump processes · mathematical finance · numerical methods · option pricing · partial differential equations
Numerical methods for two-dimensional G-heat equation
Z. T. Pei, X. Y. Yue, X. T. Zheng · 2025 · advanced · stochastic calculus
numerical methods · partial differential equations
Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model
Kevin S. Zhang, Traian A. Pirvu · 2020 · advanced · options
derivatives · liquidity · monte carlo simulation · numerical methods · option pricing · stochastic differential equations
Numerical Simulations for Time-Fractional Black-Scholes Equations
Neetu Garg, A. S. V. Ravi Kanth · 2026 · advanced · options
numerical methods · option pricing · partial differential equations
Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing
Christian Bayer, Chiheb Ben Hammouda, Raúl Tempone · 2021 · advanced · options
numerical methods · option pricing · stochastic differential equations
Numerical valuation of derivatives in high-dimensional settings via partial differential equation expansions
Christoph Reisinger, Rasmus Wissmann · 2015 · advanced · derivatives
numerical methods · option pricing · partial differential equations
Numerical Valuation of Derivatives in High-Dimensional Settings via PDE Expansions
Christoph Reisinger, Rasmus Wissmann · 2012 · advanced · derivatives
derivatives · numerical methods · option pricing · partial differential equations
Numerical valuation of European options under two-asset infinite-activity exponential Lévy models
Massimiliano Moda, Karel J. in 't Hout, Michèle Vanmaele · 2025 · advanced · options
derivatives · jump processes · numerical methods · option pricing · stochastic processes
NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years
William H. Press · 2023 · advanced · quantitative trading
brownian motion · equity markets · statistical arbitrage · time series
Nyström Attention Matches Full Attention for Cross-Sectional Stock Prediction
Kunhan Guo · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks
Objective and subjective entropy measures of portfolio suboptimality
Ati S Sharma · 2026 · advanced · portfolio management
mathematical finance · optimization · portfolio optimization · probability · stochastic calculus · stochastic processes
Objective-oriented quantitative investment: A specification-driven framework for automated synthesis of trading strategy pipelines
Liangliang Zhang · 2026 · advanced · quantitative trading
quantitative trading
Observable Matrix Dynamics of Stocks
Igor Halperin · 2026 · advanced · statistics
equity markets · statistics
Occupied Processes: Going with the Flow
Valentin Tissot-Daguette · 2023 · advanced · stochastic calculus
option pricing · partial differential equations · stochastic calculus · stochastic processes
Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
Theodoros Zafeiriou, Dimitris Kalles · 2024 · intermediate · machine learning
deep learning · foreign exchange · machine learning · neural networks · time series
Offshore Hedge Funds: Survival & Performance 1989-1995
Stephen J. Brown, William N. Goetzmann, Roger G. Ibbotson · 1998 · intermediate · portfolio management
hedge funds
Offshore Hedge Funds: Survival and Performance 1989-1995
Stephen J. Brown, William N. Goetzmann, Roger G. Ibbotson · 1997 · intermediate · portfolio management
hedge funds
Offshore Investment Funds: Monsters in Emerging Markets?
Woochan Kim, Shang-Jin Wei · 2001 · intermediate · quantitative trading
behavioral finance
OFTER: An Online Pipeline for Time Series Forecasting
Nikolas Michael, Mihai Cucuringu, Sam Howison · 2023 · intermediate · time series
machine learning · regression · statistics · time series
Oil price and financial markets: Multivariate dynamic frequency analysis
Anna Creti, Zied Ftiti, Khaled Guesmi · 2014 · intermediate · time series
econometrics · time series
Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries
Anna Créti, Zied Ftiti, Khaleb Guesmi · 2013 · intermediate · time series
econometrics · equity markets · time series
On "Acquisition of information in Financial Markets
Christophe Chamley · 2008 · advanced · quantitative trading
financial economics
On a fundamental statistical edge principle
Tommaso Gastaldi · 2024 · advanced · quantitative trading
statistics
On a Moving Average with Internal Degrees of Freedom
Linda Boudjemila, Alexander Bobyl, Vadim Davydov · 2022 · intermediate · time series
time series
On a multi-timescale statistical feedback model for volatility fluctuations
CFM · 2005 · advanced · time series
statistics · stochastic processes · time series
On a multivariate extension for Copula-based Conditional Value at Risk
Andres Mauricio Molina Barreto · 2025 · advanced · risk management
copulas · risk management
On a Simple Relationship Between Order Imbalance, Skew and Width in Over-The-Counter Trading
Peter Cotton · 2026 · advanced · quantitative trading
market making · market microstructure
On a Stationarity Theory for Stochastic Volterra Integral Equations with Affine Drift
Emmanuel Gnabeyeu, Gilles Pagès · 2025 · advanced · stochastic calculus
stochastic processes
On a Universal Mechanism for Long Ranged Volatility Correlations
Jean-Philippe Bouchaud, Irene Giardina, Marc Mezard · 2001 · intermediate · time series
stochastic processes · time series
On Accelerating Large-Scale Robust Portfolio Optimization
Chung-Han Hsieh, Jie-Ling Lu · 2024 · advanced · portfolio management
optimization · portfolio optimization
On an Optimal Stopping Problem with a Discontinuous Reward
Anne Mackay, Marie-Claude Vachon · 2023 · advanced · options
insurance · option pricing
On Banking Regulation and Lobbying
Hans Gersbach, Stylianos Papageorgiou · 2019 · advanced · risk management
banking
On Bellman equation in the limit order optimization problem for high-frequency trading
M. I. Balakaeva, A. Yu. Veretennikov · 2025 · advanced · quantitative trading
high frequency trading · optimization · stochastic processes
On Bitcoin Price Prediction
Grégory Bournassenko · 2025 · intermediate · time series
cryptocurrencies · machine learning · market efficiency · time series
On Bonart's interpretation of the Square-Root Impact Law
J. -P. Bouchaud, I. Mastromatteo, B. Toth · 2026 · advanced · quantitative trading
market microstructure
On business cycles… and when trend following works
CFM · 2019 · intermediate · quantitative trading
trend following
On certain representations of pricing functionals
Carlo Marinelli · 2021 · advanced · options
mathematical finance · measure theory · option pricing
On Classifying the Effects of Policy Announcements on Volatility
Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto · 2020 · advanced · time series
financial economics · statistics · time series
On consistency of optimal portfolio choice for state-dependent exponential utilities
Edoardo Berton, Marzia De Donno, Marco Maggis · 2025 · advanced · portfolio management
mathematical finance · optimization