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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9051–9100; page 182 of 188.
Validity of Edgeworth expansions for realized volatility estimators
Ulrich Hounyo, Bezirgen Veliyev · 2015 · advanced · statistics
statistical inference · statistics
Valuation Duration of the Stock Market
Ye Li, Chen Wang · 2023 · advanced · statistics
asset pricing · equity markets · regression
Valuation equations for stochastic volatility models
Bayraktar, Erhan, Kardaras, Constantinos, Xing, Hao · 2012 · advanced · options
martingales · option pricing · partial differential equations · stochastic processes
Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings
Andrey Sarantsev, Angel Piotrowski, Ian Anderson · 2025 · advanced · time series
asset pricing · regression · statistics · time series
Valuation Model of Chinese Convertible Bonds Based on Monte Carlo Simulation
Yu Liu · 2024 · advanced · derivatives
convertible bonds · monte carlo simulation · numerical methods
Valuation of contingent convertible catastrophe bonds - the case for equity conversion
Krzysztof Burnecki, Mario Nicoló Giuricich, Zbigniew Palmowski · 2018 · advanced · risk management
convertible bonds · interest rates · jump processes · mathematical finance
Valuation of Currency Options in Markets with a Crunch
Abdulnasser Hatemi-J, Youssef El-Khatib · 2018 · advanced · options
derivatives · foreign exchange · mathematical finance · option pricing · stochastic processes
Valuation of Equity Linked Securities with Guaranteed Return
David Xiao · 2023 · advanced · options
derivatives · option pricing
Valuation of equity warrants for uncertain financial market
Foad Shokrollahi · 2017 · advanced · derivatives
calculus · derivatives · option pricing
Valuation of European Options under an Uncertain Market Price of Volatility Risk
Bartosz Jaroszkowski, Max Jensen · 2021 · advanced · options
derivatives · optimization · option pricing · partial differential equations
Valuation of general GMWB annuities in a low interest rate environment
Claudio Fontana, Francesco Rotondi · 2022 · advanced · derivatives
insurance · interest rates · numerical methods · optimization
Valuation of GLWB-LTC Annuities with Lévy Equity Dynamics, Stochastic Interest Rates and Health-State Transitions
Andrea Molent · 2026 · advanced · risk management
insurance · interest rates · jump processes · stochastic processes
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Erhan Bayraktar, Moshe Milevsky, David Promislow · 2008 · advanced · risk management
insurance · mathematical finance · stochastic processes
Valuation of Music Catalogs
Sasha Stoikov, Ivan Kosyuk · 2022 · intermediate · time series
asset pricing · corporate finance
Valuation of Path-Dependent Interest Rate Derivatives in a Finite Difference Setup
Svenstrup, Mikkel · 2003 · advanced · fixed income
derivatives · fixed income · interest rates · numerical methods
Valuation of variable annuities under the Volterra mortality and rough Heston models
Wenyuan Li, Haoqi Lyu · 2026 · advanced · risk management
machine learning · monte carlo simulation · neural networks · rough volatility · stochastic processes
Valuation of Variable Annuities with Equity Protection Swaps under Jumps and Default Risks
Marek Rutkowski, Huansang Xu · 2026 · advanced · derivatives
credit risk · derivatives · jump processes · option pricing
Valuation-Indifferent Weighting for Bonds
Robert D. mname Arnott, Jason C. Hsu, Feifei Li · 2010 · intermediate · portfolio management
fixed income
Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney, Tobias J. Moskowitz · 2021 · intermediate · portfolio management
asset pricing · factor investing · interest rates
Value at Risk and Expected Shortfall Improved Calculation Based on the Power Transformation Method
Arturo Leccadito, Pietro Toscano, Radu Tunaru · 2014 · intermediate · risk management
risk management · statistics
Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
Roman Belavkin, Panos Pardalos, Jose Principe · 2024 · intermediate · time series
time series
Value-at-risk and extreme returns
Danielsson, Jon, Vries, Casper · 1997 · advanced · risk management
extreme value theory · market risk · risk management · statistics
Value-at-Risk Based Risk Management: Optimal Policies and Asset Prices
Suleyman Basak, Alexander Shapiro · 1999 · advanced · risk management
market risk · optimization · portfolio management · portfolio optimization · risk management
Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
Marcos Escobar-Anel, Yevhen Havrylenko, Rudi Zagst · 2022 · advanced · portfolio management
optimization · portfolio optimization · risk management
Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
Bingzhen Geng, Yang Liu, Yimiao Zhao · 2024 · advanced · risk management
extreme value theory · systemic risk · tail risk
Valuing American options and Flexible Forwards contracts in time-dependent models
Leif Andersen, Andrey Itkin, Rakhymzhan Kazbek · 2026 · advanced · options
derivatives · foreign exchange · numerical methods · option pricing
Valuing Exchange Options Under an Ornstein-Uhlenbeck Covariance Model
Olivares Pablo, Villamor Enrique · 2017 · advanced · options
derivatives · jump processes · numerical methods · option pricing · stochastic processes
Valuing insurance against small probability risks: A meta-analysis
Selim Mankaï, Sébastien Marchand, Ngoc Ha Le · 2024 · intermediate · risk management
insurance · regression
Valuing Post-Revenue Biopharmaceutical Assets with Pfizer's Current Portfolio as a Case Study
Yongzhuo Chen, Yixuan Liang, Yiran Liu · 2023 · intermediate · time series
time series
Valuing Tradeability in Exponential Lévy Models
Ludovic Mathys · 2019 · advanced · options
liquidity · real options · stochastic processes
Valutation, Liquidity and Risk in Government Bond Markets
Carlo Favero, Marco Pagano, Ernst-Ludwig von Thadden · 2005 · advanced · fixed income
asset pricing · financial economics · fixed income · liquidity
Vanna-Volga Method for Normal Volatilities
Volodymyr Perederiy · 2018 · intermediate · options
interest rates · option pricing
Vanna-Volga pricing for single and double barrier FX options
J. Martín Ovejero · 2022 · advanced · options
foreign exchange · option greeks · option pricing
VaR at Its Extremes: Impossibilities and Conditions for One-Sided Random Variables
Nawaf Mohammed · 2025 · advanced · risk management
probability · risk management
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
Hakim, M.S., McAleer, M.J. · 2009 · advanced · time series
derivatives
Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation
Jennifer Alonso-Garcia, Len Patrick Dominic M. Garces, Jonathan Ziveyi · 2025 · advanced · risk management
insurance · mathematical finance · optimization
Variable selection for minimum-variance portfolios
Guilherme V. Moura, André P. Santos, Hudson S. Torrent · 2025 · advanced · portfolio management
financial machine learning · machine learning · portfolio optimization
Variance and interest rate risk in unit-linked insurance policies
David R. Baños, Marc Lagunas-Merino, Salvador Ortiz-Latorre · 2020 · advanced · risk management
insurance · interest rates · stochastic calculus · stochastic processes
Variance stochastic orders
Gollier, Christian · 2017 · advanced · risk management
risk management
Variance swaps under Lévy process with stochastic volatility and stochastic interest rate in incomplete markets
Ben-zhang Yang, Jia Yue, Nan-jing Huang · 2017 · advanced · derivatives
derivatives · interest rates · jump processes · stochastic processes
Variance-Corrected Multi-Asset Equity Simulation with Hybrid Hidden Markov Marginals
Abdulrahman Alswaidan, Jeffrey D. Varner · 2026 · advanced · time series
time series
Variance-Hawkes Process and its Application to Energy Markets
Joshua McGillivray, Anatoliy Swishchuk · 2024 · advanced · time series
brownian motion · stochastic processes
Variance-Optimal Hedging in the Rough Hawkes--Heston Model
Yingli Wang, Xiaoyu Wang · 2026 · advanced · options
derivatives · mathematical finance · options hedging · rough volatility · stochastic calculus
Variation, jumps, market frictions and high frequency data in financial econometrics
Ole E. Barndorff-Nielsen, Neil Shephard · 2005 · advanced · statistics
jump processes · statistical inference
Variational analysis for options with stochastic volatility and multiple factors
Joseph Frédéric Bonnans, Axel Kröner · 2018 · advanced · options
option pricing · partial differential equations
Variational Bayes Portfolio Construction
Nicolas Nguyen, James Ridgway, Claire Vernade · 2024 · advanced · portfolio management
bayesian statistics · optimization · portfolio optimization
Variational inequality for perpetual American option price and convergence to the solution of the difference equation
Hyong-chol O, Song-San Jo · 2019 · advanced · options
derivatives · option pricing
Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization
Vincent Gurgul, Ying Chen, Stefan Lessmann · 2026 · advanced · machine learning
financial machine learning · portfolio management · portfolio optimization · reinforcement learning
Variational Quantum Eigensolver for Real-World Finance: Scalable Solutions for Dynamic Portfolio Optimization Problems
Irene De León, Danel Arias, Manuel Martín-Cordero · 2025 · advanced · portfolio management
algorithms · optimization · portfolio management · portfolio optimization
Vault as a credit instrument
Anastasiia Zbandut, Carolina Goldstein · 2026 · advanced · risk management
credit risk · decentralized finance