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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6701–6750; page 135 of 188.
Pricing catastrophe insurance derivatives
Muermann, Alexander · 2002 · advanced · derivatives
derivatives · insurance · jump processes · mathematical finance · stochastic processes
Pricing climate change risks: CAPM with rare disasters and stochastic probabilities
Christos Karydas, Anastasios Xepapadeas · 2019 · advanced · risk management
asset pricing · capm
Pricing Climate Risks: Evidence from Wildfires and Municipal Bonds
Woongchan Jeon, Lint Barrage, Kieran James Walsh · 2026 · intermediate · fixed income
credit markets · fixed income
Pricing commodity index options
Alberto Manzano, Emanuele Nastasi, Andrea Pallavicini · 2022 · advanced · options
commodities · derivatives · model calibration · numerical methods · option pricing · stochastic processes
Pricing commodity swing options
Roberto Daluiso, Emanuele Nastasi, Andrea Pallavicini · 2020 · advanced · options
commodities · derivatives · model calibration · monte carlo simulation · reinforcement learning
Pricing corporate financial distress: Empirical evidence from the French stock market
Nada Mselmi, Taher Hamza, Amine Lahiani · 2019 · intermediate · statistics
asset pricing · equity markets
Pricing Credit Default Swap Subject to Counterparty Risk and Collateralization
Alan White · 2018 · advanced · risk management
credit derivatives · credit risk · derivatives
Pricing cryptocurrencies : Modelling the ETHBTC spot-quotient variation as a diffusion process
Sidharth Mallik · 2021 · intermediate · time series
cryptocurrencies · statistical inference · stochastic differential equations · stochastic processes
Pricing Default Swaps: Empirical Evidence
Patrick Houweling, Ton Vorst · 2001 · advanced · fixed income
credit derivatives · credit risk · interest rates
Pricing Derivatives under Self-Exciting Dynamics: A Finite-Difference and Transform Approach
Aqib Ahmed, Heiðar Eyjólfsson · 2026 · advanced · derivatives
derivatives · jump processes · numerical methods · option pricing · partial differential equations · stochastic processes
Pricing Energy Contracts under Regime Switching Time-Changed models
Konrad Gajewski, Sebastian Ferrando, Pablo Olivares · 2020 · advanced · options
jump processes · model calibration · numerical methods · option pricing · stochastic processes
Pricing energy spread options with variance gamma-driven Ornstein-Uhlenbeck dynamics
Tim Leung, Kevin W. Lu · 2025 · advanced · options
derivatives · jump processes · option pricing · stochastic processes
Pricing equity-linked life insurance contracts with multiple risk factors by neural networks
Karim Barigou, Lukasz Delong · 2020 · advanced · risk management
insurance · neural networks · partial differential equations · stochastic differential equations · stochastic processes
Pricing European option with the short rate under Subdiffusive fractional Brownian motion regime
Foad Shokrollahi · 2018 · advanced · options
interest rates · option pricing · stochastic processes
Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Variance-Gamma Process
A. H. Nzokem · 2022 · advanced · options
mathematical finance · numerical methods · option pricing · stochastic processes
Pricing European Options with Google AutoML, TensorFlow, and XGBoost
Juan Esteban Berger · 2023 · intermediate · options
machine learning · neural networks · option pricing
Pricing Excess-of-Loss Reinsurance and CAT Bonds under Climate Uncertainty: A Cox Process Framework with Temperature-Dependent Stochastic Intensity
Nader Karimi, Foad Shokrollahi · 2026 · advanced · risk management
insurance
Pricing Exchange Options under Stochastic Correlation
Enrique Villamor, Pablo Olivares · 2020 · advanced · options
derivatives · option pricing
Pricing Exchange Rate Options and Quanto Caps in the Cross-Currency Random Field LIBOR Market Model
Rajinda Wickrama · 2021 · advanced · derivatives
derivatives · foreign exchange · interest rates · option pricing · stochastic processes · term structure models
Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment
David Lee · 2018 · advanced · risk management
credit risk · derivatives
Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method
Fazlollah Soleymani, Andrey Itkin · 2019 · advanced · options
foreign exchange · interest rates · numerical methods · option pricing · stochastic differential equations
Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications
Hyong-Chol O, Dae-Sung Choe · 2019 · advanced · options
derivatives · mathematical finance · option pricing
Pricing Fractal Derivatives under Sub-Mixed Fractional Brownian Motion with Jumps
Nader Karimi · 2025 · advanced · options
derivatives · jump processes · option pricing · partial differential equations · stochastic processes
Pricing FX Options under Intermediate Currency
S. Maurer, T. E. Sharp, M. V. Tretyakov · 2019 · advanced · options
foreign exchange · model calibration · option pricing · stochastic processes
Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality
Álvaro Cartea, Marcelo G. Figueroa · 2005 · advanced · derivatives
jump processes · mathematical finance · model calibration · stochastic processes · term structure models
Pricing index options by static hedging under finite liquidity
John Armstrong, Teemu Pennanen, Udomsak Rakwongwan · 2018 · advanced · options
convex optimization · liquidity · numerical methods · option pricing · options hedging
Pricing Interest Rate Derivatives under Volatility Uncertainty
Julian Hölzermann · 2020 · advanced · fixed income
derivatives · fixed income · interest rates · option pricing · stochastic processes
Pricing Lookback Options on a Quantum Computer
Florence Paquette, Tania Belabbas, Emmanuel Hamel · 2026 · advanced · options
derivatives · option pricing · partial differential equations
Pricing Microfinance Loans and Loan Guarantees using Biased Loan Write-off Data
Chowdhry, Bhagwan, Cassell, David, Gamett, James B · 2005 · advanced · risk management
credit risk
Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity
Xiaoshan Chen, Chen Yang, Zhou Yang · 2025 · advanced · portfolio management
asset pricing · optimization
Pricing multi-asset contingent claims in a multi-dimensional binomial market
Jarek Kędra, Assaf Libman, Victoria Steblovskaya · 2021 · advanced · derivatives
asset pricing · derivatives · martingales · mathematical finance · option pricing · stochastic processes
Pricing multi-asset derivatives by finite difference method on a quantum computer
Koichi Miyamoto, Kenji Kubo · 2021 · advanced · options
derivatives · mathematical finance · numerical methods · option pricing · partial differential equations
Pricing multi-asset derivatives by variational quantum algorithms
Kenji Kubo, Koichi Miyamoto, Kosuke Mitarai · 2022 · advanced · options
derivatives · financial engineering · mathematical finance · numerical methods · option pricing · partial differential equations
Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
Boris Ter-Avanesov, Gunter A. Meissner · 2024 · advanced · options
foreign exchange · monte carlo simulation · numerical methods · option pricing · stochastic differential equations · stochastic processes
Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas
Hassane Abba Mallam, Diakarya Barro, Yameogo WendKouni · 2021 · advanced · options
copulas · derivatives · extreme value theory · monte carlo simulation · option pricing
Pricing of Asian options on interest rates in the CIR model
Dassios, Angelos, Nagaradjasarma, Jayalaxshmi · 2011 · advanced · options
interest rates · stochastic processes
Pricing of commodity derivatives on processes with memory
Fred Espen Benth, Asma Khedher, Michèle Vanmaele · 2017 · advanced · options
commodities · derivatives · mathematical finance · option pricing · stochastic calculus · stochastic processes
Pricing of European Calls with the Quantum Fourier Transform
Tom Ewen · 2024 · advanced · options
derivatives · numerical methods · option pricing
Pricing of geometric Asian options in the Volterra-Heston model
Florian Aichinger, Sascha Desmettre · 2024 · advanced · options
option pricing · rough volatility · stochastic differential equations · stochastic processes
Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model
Gifty Malhotra, R. Srivastava, H. C. Taneja · 2019 · advanced · options
option pricing · stochastic processes
Pricing of wrapped Bitcoin and Ethereum on-chain options
Anastasiia Zbandut · 2025 · advanced · options
cryptocurrencies · garch · option pricing · regression · volatility forecasting
Pricing options and computing implied volatilities using neural networks
Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohte · 2019 · advanced · options
machine learning · neural networks · numerical methods · option pricing
Pricing options on flow forwards by neural networks in Hilbert space
Fred Espen Benth, Nils Detering, Luca Galimberti · 2022 · advanced · options
derivatives · machine learning · neural networks · optimization · option pricing
Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models
Jian He, Sven Karbach, Asma Khedher · 2025 · advanced · options
derivatives · option pricing · partial differential equations · stochastic processes
Pricing options on illiquid assets using liquid market benchmarks: an application to energy markets
Federico Aluigi, Lucia Caramellino, Paolo Pigato · 2026 · advanced · options
commodities · derivatives · model calibration · monte carlo simulation · option pricing · volatility surface
Pricing options on the cryptocurrency futures contracts
Julia Kończal · 2025 · advanced · options
cryptocurrencies · derivatives · jump processes · model calibration · option pricing
Pricing Options Using Monte Carlo Simulation
Ryan Dutton · 2019
Monte Carlo simulation · bachelor thesis · computational finance · derivatives · financial engineering · numerical methods
Pricing Options with Exponential Levy Neural Network
Jeonggyu Huh · 2018 · advanced · options
machine learning · model calibration · neural networks · option pricing
Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation
Yuri F. Saporito · 2020 · advanced · options
derivatives · monte carlo simulation · option pricing · stochastic calculus · stochastic processes
Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform
Jiling Cao, Jeong-Hoon Kim, Xi Li · 2022 · advanced · options
option pricing