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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6651–6700; page 134 of 188.
Price formation and optimal trading in intraday electricity markets with a major player
Olivier Féron, Peter Tankov, Laura Tinsi · 2020 · advanced · quantitative trading
optimization · stochastic processes
Price impact and long-term profitability of energy storage
Roxana Dumitrescu, Redouane Silvente, Peter Tankov · 2024 · advanced · stochastic calculus
optimization · stochastic differential equations · stochastic processes
Price Impact Costs and the Limit of Arbitrage
Zhiwu Chen, Werner Stanzl, Masahiro Watanabe · 2006 · advanced · quantitative trading
market microstructure · momentum · transaction costs
Price impact in equity auctions: zero, then linear
Mohammed Salek, Damien Challet, Ioane Muni Toke · 2023 · intermediate · quantitative trading
equity markets · market microstructure
Price Impact Without Averaging
Claudio Bellani, Damiano Brigo, Mikko S. Pakkanen · 2023 · advanced · quantitative trading
market microstructure
Price Impact Without Order Book: A Study of the OTC Credit Index Market
Zoltan Eisler, Jean-Philippe Bouchaud · 2016 · advanced · quantitative trading
credit markets · market microstructure
Price Interpretability of Prediction Markets: A Convergence Analysis
Dian Yu, Jianjun Gao, Weiping Wu · 2022 · advanced · quantitative trading
market making
Price Jump Prediction in Limit Order Book
Ban Zheng, Eric Moulines, Frédéric Abergel · 2012 · advanced · quantitative trading
market microstructure · regression
Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory
Minhyeok Lee · 2026 · advanced · quantitative trading
mathematical finance
Price manipulation schemes of new crypto-tokens in decentralized exchanges
Manuel Naviglio, Francesco Tarantelli, Fabrizio Lillo · 2025 · advanced · quantitative trading
liquidity
Price predictability at ultra-high frequency: Entropy-based randomness test
Andrey Shternshis, Stefano Marmi · 2023 · advanced · statistics
hypothesis testing · statistical inference · statistics · time series
Price predictability in limit order book with deep learning model
Kyungsub Lee · 2024 · intermediate · machine learning
deep learning · financial machine learning · machine learning · neural networks
Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation
Heemeijer, P., Hommes, C.H., Sonnemans, J. · 2006 · intermediate · time series
time series
Price Stability of Cryptocurrencies as a Medium of Exchange
Tatsuru Kikuchi, Toranosuke Onishi, Kenichi Ueda · 2021 · intermediate · time series
cryptocurrencies · statistics · time series
Price uncertainty and the existence of financial equilibrium
Lionel de Boisdeffre · 2011 · advanced · other
financial economics · probability
Price Volatility and Banking in Green Certificate Markets
Eirik S. Amundsen, Fridrik M. Baldursson, Jørgen Birk Mortensen · 2005 · intermediate · time series
time series
Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry
Masahiro Watanabe · 2002 · advanced · time series
asset pricing · financial economics
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
Philippe Bergault, Louis Bertucci, David Bouba · 2024 · advanced · quantitative trading
jump processes · market making · market microstructure · optimization · stochastic processes
Price-mediated contagion with endogenous market liquidity
Zhiyu Cao, Zachary Feinstein · 2023 · advanced · risk management
contagion · financial networks · liquidity · liquidity risk · systemic risk
Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
Han N. Ozsoylev, Shino Takayama, The University of Sydney · 2005 · advanced · quantitative trading
market microstructure
Price, Volatility and the Second-Order Economic Theory
Victor Olkhov · 2020 · advanced · time series
volatility forecasting
Priced risk in corporate bonds
Alexander Dickerson, Philippe Mueller, Cesare Robotti · 2026 · advanced · fixed income
asset pricing · capm · fixed income
PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction
Bohan Liang, Zijian Chen, Qi Jia · 2025 · intermediate · machine learning
large language models · time series
Pricing American Options by Exercise Rate Optimization
Christian Bayer, Raúl Tempone, Sören Wolfers · 2018 · advanced · options
derivatives · monte carlo simulation · numerical methods · optimization · option pricing
Pricing American Options Time-Capped by a Drawdown Event
Zbigniew Palmowski, Paweł Stȩpniak · 2025 · advanced · options
mathematical finance · option pricing · stochastic processes
Pricing American options time-capped by a drawdown event in a Lévy market
Zbigniew Palmowski, Paweł Stȩpniak · 2025 · advanced · options
derivatives · jump processes · mathematical finance · option pricing · stochastic processes
Pricing American options under negative rates
Jherek Healy · 2021 · advanced · options
derivatives · interest rates · numerical methods · option pricing
Pricing American options under rough volatility using deep-signatures and signature-kernels
Christian Bayer, Luca Pelizzari, Jia-Jie Zhu · 2025 · advanced · options
deep learning · machine learning · numerical methods · option pricing · rough volatility
Pricing American Options using Machine Learning Algorithms
Prudence Djagba, Callixte Ndizihiwe · 2024 · advanced · options
deep learning · machine learning · monte carlo simulation · neural networks · option pricing
Pricing American options with exogenous and endogenous transaction costs
Dong Yan, Xin-Jie Huang, Guiyuan Ma · 2025 · advanced · options
liquidity risk · numerical methods · option pricing · partial differential equations · transaction costs
Pricing American Parisian Options under General Time-Inhomogeneous Markov Models
Yuhao Liu, Nian Yang, Gongqiu Zhang · 2025 · advanced · options
numerical methods · option pricing · stochastic processes
Pricing and calibration in the 4-factor path-dependent volatility model
Guido Gazzani, Julien Guyon · 2024 · advanced · options
deep learning · model calibration · neural networks · numerical methods · option pricing · volatility surface
Pricing and Calibration of Bitcoin Inverse Options via the Rough Bergomi Model
Riccardo Caruso · 2026 · advanced · options
derivatives · model calibration · option pricing · rough volatility
Pricing and Calibration of VIX Derivatives in Mixed Bergomi Models via Quantisation
Nelson Kyakutwika, Mesias Alfeus, Erik Schlögl · 2025 · advanced · options
derivatives · model calibration · numerical methods · option pricing
Pricing and delta computation in jump-diffusion models with stochastic intensity by Malliavin calculus
Ayub Ahmadi, Mahdieh Tahmasebi · 2024 · advanced · options
derivatives · jump processes · numerical methods · option greeks · option pricing
Pricing and hedging American-style options with deep learning
Sebastian Becker, Patrick Cheridito, Arnulf Jentzen · 2019 · advanced · options
deep learning · derivatives · machine learning · numerical methods · option pricing · options hedging
Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
Emilio Barucci, Yuheng Lan, Daniele Marazzina · 2026 · advanced · quantitative trading
derivatives · optimal execution
Pricing and hedging for liquidity provision in Constant Function Market Making
Jimmy Risk, Shen-Ning Tung, Tai-Ho Wang · 2026 · advanced · quantitative trading
derivatives · liquidity · option pricing · options hedging · risk management
Pricing and Hedging GDP-Linked Bonds in Incomplete Markets
Consiglio, A., Zenios, S. A. · 2017 · advanced · derivatives
optimization
Pricing and hedging in carbon emissions markets
Cetin, Umut, Verschuere, Michel · 2009 · advanced · derivatives
derivatives · stochastic processes
Pricing and hedging Margrabe options with stochastic volatilities
Elisa Alòs, Thorsten Rheinländer · 2017 · advanced · options
derivatives · mathematical finance · option pricing · options hedging · stochastic calculus
Pricing and hedging of decentralised lending contracts
Lukasz Szpruch, Marc Sabaté Vidales, Tanut Treetanthiploet · 2024 · advanced · options
decentralized finance · deep learning · option pricing · options hedging
Pricing and Hedging of Discretely Monitored Asian Options in the Volterra-Heston Model
Gijs Custers, Sven Karbach, Martin Friesen · 2026 · advanced · options
derivatives · option pricing · options hedging · stochastic processes
Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps
Marek Rutkowski, Huansang Xu · 2024 · advanced · derivatives
derivatives · foreign exchange · monte carlo simulation · option pricing · risk management
Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
Leonardo Perotti, Lech A. Grzelak, Cornelis W. Oosterlee · 2025 · advanced · options
interest rates · option pricing · options hedging · risk management
Pricing and Semi-static Hedging of Green Pay-as-produced Power Purchase Agreements
Konstantinos Chatziandreou, Sven Karbach · 2026 · advanced · derivatives
derivatives · risk management
Pricing Asian Options with Correlators
Silvia Lavagnini · 2021 · advanced · options
option pricing · stochastic processes
Pricing Barrier Options with DeepBSDEs
Narayan Ganesan, Yajie Yu, Bernhard Hientzsch · 2020 · advanced · options
machine learning · option pricing · stochastic differential equations
Pricing basket options with the first three moments of the basket: log-normal models and beyond
Dongdong Hu, Hasanjan Sayit, Frederi Viens · 2023 · advanced · options
derivatives · numerical methods · option pricing
Pricing Carbon Allowance Options on Futures: Insights from High-Frequency Data
Simone Serafini, Giacomo Bormetti · 2025 · advanced · options
jump processes · model calibration · option pricing · stochastic processes