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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6251–6300; page 126 of 188.

6251. Option Prices and the Underlying Asset's Return Distribution (Reprint 012)

      Bruce D. Grundy · advanced · options

      asset pricing · derivatives · option pricing

6252. Option prices from operational-time reaction-boundary lattices

      Chris Angstmann, Tim Gebbie · 2026 · advanced · options

      option pricing · partial differential equations · stochastic processes

6253. Option prices under Bayesian learning: implied volatility dynamics and predictive densities

      Guidolin, Massimo, Timmermann, Allan · 2001 · advanced · options

      asset pricing · bayesian statistics · derivatives · option pricing

6254. Option pricing and hedging with minimum expected shortfall

      CFM · 2003 · advanced · options

      monte carlo simulation · option pricing · options hedging · risk management

6255. OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS

      Lorenzo Cornalba, Jean-Philippe Bouchaud, Marc Potters · 2002 · advanced · options

      derivatives · option pricing · options hedging · stochastic processes

6256. Option Pricing beyond Black-Scholes Model:Quantum Mechanics Approach

      Pengpeng Li, Shi-Dong Liang · 2026 · intermediate · options

      mathematical finance · option pricing

6257. Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions

      Michael C. Fu, Bingqing Li, Guozhen Li · 2016 · advanced · options

      derivatives · jump processes · mathematical finance · option pricing

6258. Option Pricing for GARCH-type Models with Generalized Hyperbolic Innovations

      Christophe Chorro, Dominique Guegan, Florian Ielpo · 2012 · advanced · options

      derivatives · garch · monte carlo simulation · option pricing · stochastic processes

6259. Option Pricing in a Regime Switching Jump Diffusion Model

      Anindya Goswami, Omkar Manjarekar, Anjana R · 2018 · advanced · options

      derivatives · jump processes · mathematical finance · option pricing · options hedging · partial differential equations

6260. Option Pricing in Markets with Informed Traders

      Yuan Hu, Abootaleb Shirvani, Stoyan Stoyanov · 2020 · advanced · options

      asset pricing · derivatives · option pricing · stochastic processes

6261. Option Pricing Kernels and the ICAPM

      Brennan, Michael J, LIU, XIAOQUAN, Xia, Yihong · 2005 · advanced · options

      asset pricing · derivatives · option pricing

6262. Option pricing model under the G-expectation framework

      Ziting Pei, Xingye Yue, Xiaotao Zheng · 2026 · advanced · options

      derivatives · mathematical finance · option pricing · partial differential equations

6263. Option Pricing Model with Transaction Costs

      F. G. Bellora, G. Mazzei, M. Maurette · 2021 · advanced · options

      option pricing · options hedging · transaction costs

6264. Option Pricing on Automated Market Maker Tokens

      Philip Z. Maymin · 2026 · advanced · options

      derivatives · option pricing · stochastic differential equations

6265. Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model

      Michael C. Fu, Bingqing Li, Rongwen Wu · 2020 · advanced · options

      derivatives · option pricing · stochastic processes

6266. Option pricing under fast-varying and rough stochastic volatility

      Josselin Garnier, Knut Solna · 2018 · advanced · options

      option pricing · rough volatility · stochastic processes · volatility surface

6267. Option pricing under fast-varying long-memory stochastic volatility

      Josselin Garnier, Knut Solna · 2019 · advanced · options

      mathematical finance · option pricing · stochastic calculus · stochastic processes

6268. Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology

      Christophe Chorro, Dominique Guegan, Florian Ielpo · 2008 · advanced · options

      garch · option pricing

6269. Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results

      Christophe Chorro, Dominique Guegan, Florian Ielpo · 2008 · advanced · options

      derivatives · garch · monte carlo simulation · option pricing

6270. Option pricing under jump diffusion model

      Qian Li, Li Wang · 2023 · advanced · options

      derivatives · jump processes · option pricing · stochastic processes

6271. Option pricing under non-Markovian stochastic volatility models: A deep signature approach

      Jingtang Ma, Xianglin Wu, Wenyuan Li · 2025 · advanced · options

      deep learning · numerical methods · option pricing · partial differential equations · rough volatility · stochastic differential equations

6272. Option pricing under normal dynamics with stochastic volatility

      Matta Uma Maheswara Reddy · 2019 · advanced · options

      monte carlo simulation · numerical methods · option pricing · stochastic processes

6273. Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence

      Abigail Anokyewaa Mensah, Ayush Jha, Hongwei Mei · 2026 · advanced · options

      jump processes · numerical methods · option pricing · partial differential equations · stochastic processes

6274. Option pricing under the normal SABR model with Gaussian quadratures

      Jaehyuk Choi, Byoung Ki Seo · 2023 · advanced · options

      numerical methods · option pricing

6275. Option Pricing via Multi-path Autoregressive Monte Carlo Approach

      Wei-Cheng Chen, Wei-Ho Chung · 2019 · intermediate · options

      derivatives · monte carlo simulation · numerical methods · option pricing

6276. Option Pricing with a Compound CARMA(p,q)-Hawkes

      Lorenzo Mercuri, Andrea Perchiazzo, Edit Rroji · 2024 · advanced · options

      jump processes · option pricing · stochastic processes

6277. Option pricing with a quadratic diffusion term

      Rady, Sven · 1995 · advanced · options

      option pricing · stochastic calculus · stochastic processes

6278. Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models

      Jeroen V.K. Rombouts, Lars Stentoft · 2010 · advanced · options

      option pricing · statistics

6279. Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns

      Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski · 2018 · advanced · options

      asset pricing · derivatives · option pricing

6280. Option Pricing with Orthogonal Polynomial Expansions

      Damien Ackerer, Damir Filipovic · 2017 · advanced · options

      option pricing · stochastic processes

6281. Option Pricing with State-dependent Pricing Kernel

      Chen Tong, Peter Reinhard Hansen, Zhuo Huang · 2021 · advanced · options

      garch · option pricing · stochastic processes

6282. Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

      Nicole Hao, Echo Li, Diep Luong-Le · 2024 · advanced · options

      interest rates · numerical methods · option pricing · partial differential equations · stochastic calculus · stochastic processes

6283. Option Pricing with Time-Changed Fractional Brownian Motion: A Fractional Variance Gamma Model

      Robert Jarrow, Jayen Tan · 2026 · advanced · options

      brownian motion · option pricing · stochastic processes

6284. Option Pricing with Time-Varying Volatility Risk Aversion

      Peter Reinhard Hansen, Chen Tong · 2022 · advanced · options

      asset pricing · garch · option pricing

6285. Option Pricing: Channels, Target Zones and Sideways Markets

      Zura Kakushadze · 2020 · advanced · options

      derivatives · option pricing

6286. Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves

      Darsh Kachhara, John K. E Markin, Astha Singh · 2023 · advanced · options

      derivatives · option pricing

6287. Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels

      Kadir G. Babaoglou, Peter Christoffersen, Steven L. Heston · 2014 · advanced · options

      asset pricing · option pricing

6288. Option-Implied Network Measures of Tail Contagion and Stock Return Predictability

      Manuela Pedio · 2021 · advanced · time series

      financial networks

6289. Option-Implied Signals and Crash Risk: Predictability and Machine-Learning Evidence from U.S. Equity Options

      Baichuan Li, Mengxiao Wang · 2026 · advanced · options

      financial machine learning · machine learning · regression · volatility surface

6290. Option-Implied Volatility Measures and Stock Return Predictability

      Xi Fu, Eser Arisoy, Mark Shackleton · 2016 · advanced · options

      asset pricing

6291. Option-Implied Zero-Coupon Yields: Unifying Bond and Equity Markets

      Ting-Jung Lee, W. Brent Lindquist, Svetlozar T. Rachev · 2025 · advanced · fixed income

      fixed income · interest rates · mathematical finance · option pricing · term structure models

6292. Options on Leveraged Equity with Default Risk

      Klaus Bjerre Toft. · 1994 · advanced · options

      corporate finance · credit risk · derivatives · option pricing

6293. Options-based systemic risk, financial distress, and macroeconomic downturns

      Bevilacqua, Mattia, Tunaru, Radu, Vioto, Davide · 2023 · advanced · risk management

      systemic risk

6294. Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data

      Zhimeng Yang, Ariah Klages-Mundt, Lewis Gudgeon · 2023 · advanced · machine learning

      cryptocurrencies · decentralized finance · machine learning

6295. Oracle-Parametrized Constant Function Market Makers: From Price Feeds to Pricing Rules

      Hamed Amini, Zachary Feinstein · 2026 · advanced · quantitative trading

      decentralized finance · market making

6296. Order Aggressiveness and Order Book Dynamics

      Anthony D. Hall, Nikolaus Hautsch · 2004 · advanced · quantitative trading

      market microstructure · time series

6297. Order book dynamics in liquid markets: limit theorems and diffusion approximations

      Rama Cont, Adrien De Larrard · 2012 · advanced · quantitative trading

      jump processes · market microstructure · probability · statistics · stochastic processes

6298. Order book regulatory impact on stock market quality: a multi-agent reinforcement learning perspective

      Johann Lussange, Boris Gutkin · 2023 · advanced · quantitative trading

      high frequency trading · reinforcement learning

6299. Order Flows and Limit Order Book Resiliency on the Meso-Scale

      Kyle Bechler, Michael Ludkovski · 2017 · advanced · quantitative trading

      liquidity · market microstructure

6300. Order routing and market quality: Who benefits from internalisation?

      Umut Çetin, Alaina Danilova · 2022 · advanced · quantitative trading

      financial economics · liquidity · market making · market microstructure