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Quantitative Finance Volume 20, 2020 - Issue 4
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Conic quantization: stochastic volatility and market implied liquidity

Lucio FiorinDepartment of Mathematics “Tullio Levi Civita”, University of Padova, via Trieste 63, 35121Padova, ItalyCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0350-9473
ORCID Icon &
Wim SchoutensDepartment of Mathematics, Celestijnenlaan 200 B, B-3001Leuven, BelgiumORCID Iconhttps://orcid.org/0000-0001-8510-1510
ORCID Icon
Pages 531-542 | Received 24 Mar 2019, Accepted 25 Oct 2019, Published online: 06 Dec 2019

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Giorgia Callegaro, Lucio Fiorin & Andrea Pallavicini. (2021) Quantization goes polynomial. Quantitative Finance 21:3, pages 361-376.
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Articles from other publishers (2)

Kinjal Chaudhari & Ankit Thakkar. (2023) Data fusion with factored quantization for stock trend prediction using neural networks. Information Processing & Management 60:3, pages 103293.
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Engel John C Dela Vega & Robert J Elliott. (2021) Conditional coherent risk measures and regime-switching conic pricing. Probability, Uncertainty and Quantitative Risk 6:4, pages 267.
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