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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 6751–6800; page 136 of 188.
Pricing Quanto and Composite Contracts with Local-Correlation Models
Andrea Pallavicini · 2025 · advanced · options
derivatives · foreign exchange · model calibration · numerical methods · option pricing
Pricing Reliability Options under different electricity prices' regimes
Luisa Andreis, Maria Flora, Fulvio Fontini · 2019 · advanced · options
derivatives · option pricing
Pricing sovereign contingent convertible debt
Andrea Consiglio, Michele Tumminello, Stavros A. Zenios · 2018 · advanced · fixed income
convertible bonds · credit derivatives · credit risk · fixed income · monte carlo simulation · stochastic processes
Pricing Temperature Derivatives under a Time-Changed Levy Model
Pablo Olivares · 2020 · advanced · derivatives
brownian motion · derivatives · stochastic calculus · stochastic processes
Pricing Temperature-Index Insurance under Long Memory and Stochastic Time Change
Nader Karimi, Foad Shokrollahi · 2026 · advanced · risk management
insurance · stochastic processes
Pricing the DeFi Tail: Do Protocols or Depositors Price Operational Risk?
Nils Bundi · 2026 · advanced · risk management
decentralized finance · extreme value theory · risk management · tail risk
Pricing time-capped American options using Least Squares Monte Carlo method
Paweł Stȩpniak, Zbigniew Palmowski · 2025 · advanced · options
monte carlo simulation · numerical methods · option pricing · stochastic processes
Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market
Giulia Livieri, Davide Radi, Elia Smaniotto · 2023 · advanced · risk management
credit derivatives · credit risk · jump processes · model calibration
Pricing under the Benchmark Approach
Eckhard Platen · 2025 · advanced · options
derivatives · option pricing · stochastic processes
Pricing Variance Swap for Multi-Asset Stochastic Volatility Models
Semere Gebresilassie, Mulue Gebreslasie, Minglian Lin · 2025 · advanced · derivatives
stochastic processes
Pricing VIX options under the Heston-Hawkes stochastic volatility model
Oriol Zamora Font · 2024 · advanced · options
derivatives · option pricing · stochastic processes
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Gechun Liang, Xingchun Wang · 2020 · advanced · options
credit risk · derivatives · garch · option pricing
Pricing with Passion: The Local Occupied Volatility (LOV) Model
Valentin Tissot-Daguette · 2026 · advanced · options
derivatives · model calibration · option pricing
Pricing Without Mispricing
Jianan Liu, Robert F. Stambaugh · 2021 · advanced · statistics
asset pricing · capm · market efficiency
Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework
Zied Chaieb, Djibril Gueye · 2022 · advanced · derivatives
stochastic processes
Prime Match: A Privacy-Preserving Inventory Matching System
Antigoni Polychroniadou, Gilad Asharov, Benjamin Diamond · 2023 · advanced · quantitative trading
quantitative trading
PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange
Christopher J. Cho, Timothy J. Norman, Manuel Nunes · 2023 · intermediate · quantitative trading
cryptocurrencies · market microstructure
Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns
Eugene W. Park · 2023 · intermediate · time series
time series
Principal Component Copulas for Capital Modelling and Systemic Risk
K. B. Gubbels, J. Y. Ypma, C. W. Oosterlee · 2023 · advanced · risk management
copulas · statistics · systemic risk · tail risk
Principal component error in high-dimensional factor models
Alex Bernstein, Lisa R. Goldberg, Nicholas Gunther · 2026 · advanced · statistics
statistics
Principal Regression Analysis and the index leverage effect
Pierre-Alain Reigneron, Romain Allez, Jean‐Philippe Bouchaud · 2010 · advanced · statistics
linear algebra · regression · statistics
Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs
Daniel Celeny, Loïc Maréchal, Evgueni Rousselot · 2024 · intermediate · statistics
equity markets · hypothesis testing · statistical inference
Priority Gas Auction Cadence and Searcher Competition: Evidence from Flashblocks on Base
Pranay Anchuri, Edward W. Felten, Akaki Mamageishvili · 2026 · advanced · quantitative trading
causal identification · market microstructure · statistical inference
Private borrowing during the financial revolution: Hoare’s Bank and its customers, 1702-1724
Peter Temin, Joachim Voth · 2005 · intermediate · risk management
banking · credit markets
Private Credit Markets Theory, Evidence, and Emerging Frontiers
Jiacheng Zou · 2026 · intermediate · risk management
credit markets
Private Credit, SRTs and the Banking System: Mind the Protection Gap
Riccardo Russo · 2026 · advanced · risk management
banking · liquidity risk · systemic risk
Private equity entities and conglomerates: what are the differences?
Achleitner, Ann-Kristin, Müller, Kay · 2008 · beginner · other
other
Private Equity's Other Illiquidity Premium
Erik Stafford · intermediate · portfolio management
asset pricing
Private information and client connections in government bond markets
Kondor, Peter, Pinter, Gabor · 2019 · advanced · fixed income
fixed income
Proactive Market Making and Liquidity Analysis for Everlasting Options in DeFi Ecosystems
Hardhik Mohanty, Giovanni Zaarour, Bhaskar Krishnamachari · 2025 · advanced · quantitative trading
decentralized finance · derivatives · liquidity · market making · transaction costs
Probabilistic Forecasting Cryptocurrencies Volatility: From Point to Quantile Forecasts
Grzegorz Dudek, Witold Orzeszko, Piotr Fiszeder · 2025 · advanced · time series
cryptocurrencies · machine learning · statistics · time series · volatility forecasting
Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
Simon Hirsch, Florian Ziel · 2026 · advanced · time series
optimization · statistics
Probabilistic models and statistics for electronic financial markets in the digital age
Markus Bibinger · 2024 · advanced · statistics
extreme value theory · jump processes · market microstructure · rough volatility · statistical inference · statistics
Probabilistic numerical approximation schemes in finance : learning methods for high-dimensional BSDEs and unbiased Monte Carlo algorithms for stochastic volatility models
Junchao Chen · 2022 · advanced · stochastic calculus
deep learning · machine learning · monte carlo simulation · numerical methods · partial differential equations · stochastic differential equations
Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference
Worapree Maneesoonthorn, David T. Frazier, Gael M. Martin · 2024 · advanced · options
bayesian statistics · option pricing · statistical inference
Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift
Junchao Chen, Noufel Frikha, Houzhi Li · 2022 · advanced · stochastic calculus
probability · stochastic processes
Probabilistic Rule Models as Diagnostic Layers: Interpreting Structural Concept Drift in Post-Crisis Finance
Dmitry Lesnik, Tobias Schaefer · 2025 · advanced · machine learning
credit risk · financial machine learning · machine learning
Probability equivalent level for CoVaR and VaR in bivariate Student-\textit{t} copulas with application to foreign exchange risk monitoring
Daniela I. Flores-Silva, Miguel A. Sordo, Alfonso Suárez-Llorens · 2025 · advanced · risk management
copulas · risk management · tail risk
Probability Weighting Meets Heavy Tails: An Econometric Framework for Behavioral Asset Pricing
Akash Deep, Svetlozar T. Rachev, Frank J. Fabozzi · 2025 · advanced · statistics
asset pricing · behavioral finance · econometrics
Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility
Damiano Brigo · 2019 · advanced · options
mathematical finance · option pricing
ProbFM: Probabilistic Time Series Foundation Model with Uncertainty Decomposition
Arundeep Chinta, Lucas Vinh Tran, Jay Katukuri · 2026 · advanced · machine learning
deep learning · financial machine learning · machine learning · neural networks · time series
Problems and Solutions in Stochastic Caluclus with Applications
Fima C. Klebaner, Kais Hamza, Patrik Albin · 2025
Procyclical leverage and value-at-risk
Adrian, Tobias, Shin, Hyun Song · 2013 · advanced · risk management
banking
Production and Financial Networks in Interplay: Crisis Evidence from Supplier-Customer and Credit Registers
Huremovic, Kenan, Jiménez, Gabriel, Moral Benito, Enrique · 2024 · advanced · risk management
causal identification · financial economics · financial networks
Productivity Booms, Bank Fragility, and Financial Crises
Artur Doshchyn · 2022 · advanced · risk management
banking · financial economics
Productivity of Short Term Assets as a Signal of Future Stock Performance
Veer Vohra, Devyani Vij, Jehil Mehta · 2024 · intermediate · quantitative trading
asset pricing
Profit and loss attribution: An empirical study
Solveig Flaig, Gero Junike · 2023 · intermediate · risk management
risk management
Profit equitably: An investigation of market maker's impact on equitable outcomes
Kshama Dwarakanath, Svitlana S Vyetrenko, Tucker Balch · 2021 · advanced · quantitative trading
market making · market microstructure · reinforcement learning
Profit Maximization In Arbitrage Loops
Yu Zhang, Zichen Li, Tao Yan · 2024 · intermediate · quantitative trading
convex optimization · optimization
Profit warnings and stock returns: Evidence from moroccan stock exchange
Ilyas El Ghordaf, Abdelbari El Khamlichi · 2021 · intermediate · statistics
statistics