Browse
We’re here to help

Find guidance on Author Services

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 20, Issue 1

Quantitative Finance

Search in:

Advanced search Citation search

Citation search

Ready to submit?
Start a new submission or continue a submission in progress
Go to submission site
Instructions for authors
Editorial policies
Editing services site

About this journalAbout

Latest articles
Current issue
All volumes & issues
Special issues
Open access articles
Most read articles
Most cited articles

New content alerts
RSS

Subscription options & pricing

Buy a subscription

Your download is now in progress and you may close this window

Did you know that with a free Taylor & Francis Online account you can gain access to the following benefits?

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Have an account?
Login now Don't have an account?
Register for free

Login or register to access this feature

Have an account?
Login now Don't have an account?
Register for free

Choose new content alerts to be informed about new research of interest to you
Easy remote access to your institution's subscriptions on any device, from any location
Save your searches and schedule alerts to send you new results
Export your search results into a .csv file to support your research

Quantitative Finance, Volume 20, Issue 1 (2020)

Browse this journal

Latest articles
Current issue
List of issues
Special issues
Open access articles
Most read articles
Most cited articles

Sample our Mathematics & Statistics journals, sign in here to start your FREE access for 14 days

Quantitative Finance, Volume 20, Issue 1 (2020)

See all volumes and issues

Vol 24, 2024 Vol 23, 2023 Vol 22, 2022 Vol 21, 2021 Volume 20, 2020 Vol 19, 2019 Vol 18, 2018 Vol 17, 2017 Vol 16, 2016 Vol 15, 2015 Vol 14, 2014 Vol 13, 2013 Vol 12, 2012 Vol 11, 2011 Vol 10, 2010 Vol 9, 2009 Vol 8, 2008 Vol 7, 2007 Vol 6, 2006 Vol 5, 2005 Vol 4, 2004 Vol 3, 2003 Vol 2, 2002 Vol 1, 2001

Select to download all citations or PDFs

Download citations Download PDFs Download issue

Browse by section (All)

Display order (Default)
Published online date
Page number
Section A-Z
Most read
Most cited

Features

Article

Trend-following market behaviour at the 4pm London time BFIX and WMR fixing windows

Carl Husselmann & Kristjan Kasikov

Pages: 1-8

Published online: 06 Aug 2019

AbstractforTrend-following market behaviour at the 4pm London time BFIX and WMR fixing windows | Full Text | PDF (3.5 MB) | EPUB

264 Views
2 CrossRef citations
0Altmetric

Book review

Book Review

Bond Pricing and Yield Curve Modeling: A Structural Approach

by Riccardo Rebonato, Cambridge University Press (2018). Hardback. ISBN 978-1-107-16585-4

Jingnan Chen

Pages: 9-10

Published online: 18 Nov 2019

CitationforBond Pricing and Yield Curve Modeling: A Structural Approach | Full Text | PDF (374.2 KB) | EPUB

515 Views
0 CrossRef citations
0Altmetric

Free Access

Calendar

Page: 11

Published online: 09 Dec 2019

CitationforCalendar | Full Text | PDF (1.8 MB) | EPUB

40 Views
0 CrossRef citations
0Altmetric

Research Papers

Article

Exponentiation of conditional expectations under stochastic volatility

Elisa Alòs, Jim Gatheral & Radoš Radoičić

Pages: 13-27

Published online: 21 Aug 2019

AbstractforExponentiation of conditional expectations under stochastic volatility | Full Text | References | PDF (325 KB) | EPUB

549 Views
16 CrossRef citations
0Altmetric

Article

A path-integral approximation for non-linear diffusions

Luca Capriotti

Pages: 29-36

Published online: 22 Aug 2019

AbstractforA path-integral approximation for non-linear diffusions | Full Text | References | PDF (826.7 KB) | EPUB

194 Views
2 CrossRef citations
0Altmetric

Article

Options on a traded account: symmetric treatment of the underlying assets

J. Vecer, J. Kampen & R. Navratil

Pages: 37-47

Published online: 23 Jul 2019

AbstractforOptions on a traded account: symmetric treatment of the underlying assets | Full Text | References | PDF (1.3 MB) | EPUB

233 Views
1 CrossRef citations
0Altmetric

Article

Quasi-Monte Carlo-based conditional pathwise method for option Greeks

Chaojun Zhang & Xiaoqun Wang

Pages: 49-67

Published online: 30 Apr 2019

AbstractforQuasi-Monte Carlo-based conditional pathwise method for option Greeks | Full Text | References | PDF (339.8 KB) | EPUB

510 Views
3 CrossRef citations
0Altmetric

Article

Stock market trend prediction using a functional time series approach

Shih-Feng Huang, Meihui Guo & May-Ru Chen

Pages: 69-79

Published online: 21 Aug 2019

AbstractforStock market trend prediction using a functional time series approach | Full Text | References | PDF (420.1 KB) | EPUB

813 Views
13 CrossRef citations
0Altmetric

Article

Analyzing order flows in limit order books with ratios of Cox-type intensities

Ioane Muni Toke & Nakahiro Yoshida

Pages: 81-98

Published online: 21 Aug 2019

AbstractforAnalyzing order flows in limit order books with ratios of Cox-type intensities | Full Text | References | PDF (1.7 MB) | EPUB

338 Views
4 CrossRef citations
0Altmetric

Article

Universal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk

Vladimir Chorniy & Vinay Kotecha

Pages: 99-117

Published online: 23 Jul 2019

AbstractforUniversal regimes for rates and inflation: the effect of local elasticity on market and counterparty risk | Full Text | References | PDF (3 MB) | EPUB

208 Views
0 CrossRef citations
0Altmetric

Article

Detecting and identifying arbitrage in the spot foreign exchange market

Zhenyu Cui, Wenhan Qian, Stephen Taylor & Lingjiong Zhu

Pages: 119-132

Published online: 25 Jul 2019

AbstractforDetecting and identifying arbitrage in the spot foreign exchange market | Full Text | References | PDF (2.7 MB) | EPUB

869 Views
4 CrossRef citations
0Altmetric

Article

On the interplay between multiscaling and stock dependence

R. J. Buonocore, G. Brandi, R. N. Mantegna & T. Di Matteo

Pages: 133-145

Published online: 21 Aug 2019

AbstractforOn the interplay between multiscaling and stock dependence | Full Text | References | PDF (2.7 MB) | EPUB

254 Views
11 CrossRef citations
0Altmetric

Article

Pricing bounds and bang-bang analysis of the Polaris variable annuities

Zhiyi Shen & Chengguo Weng

Pages: 147-171

Published online: 15 Aug 2019

AbstractforPricing bounds and bang-bang analysis of the Polaris variable annuities | Full Text | References | PDF (831.3 KB) | EPUB

267 Views
3 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

Regulating stochastic clocks§

Zhe Fei et al.

Article | Published online: 25 Jul 2024

Risk factor aggregation and stress testing

Natalie Packham

Article | Published online: 25 Jul 2024

Pricing airbag option via first passage time approach

Zheng Liu et al.

Article | Published online: 25 Jul 2024

Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies

Ruting Wang et al.

Article | Published online: 18 Jul 2024

Open Access

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.20, Iss.1, 2020)

Access Rights

Only articles that you have access rights to view will be downloaded. The green tick (full access) and orange padlock (open access) icons indicate that you have full access.

Do you want to proceed?