Browse
We’re here to help

Find guidance on Author Services

Login | Register

Login
Register

Cart Add to Cart

Search
Browse
We’re here to help

Find guidance on Author Services

Home
All Journals
Quantitative Finance
List of Issues
Volume 23, Issue 7-8

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

Journal metrics
Aims & scope
Journal information
Editorial board
News & calls for papers
Advertising information

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

Register a free Taylor & Francis Online account today to boost your research and gain these 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

Register now or learn more

Cover image for Quantitative Finance, Volume 23, Issue 7-8, 2023

Quantitative Finance, Volume 23, Issue 7-8 (2023)

Browse this journal

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

Sample our Economics, Finance,Business & Industry journals, sign in here to start your access, latest two full volumes FREE to you for 14 days

Quantitative Finance, Volume 23, Issue 7-8 (2023)

See all volumes and issues

Vol 24, 2024 Volume 23, 2023 Vol 22, 2022 Vol 21, 2021 Vol 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

Media trading groups and short selling manipulation

Robert Jarrow & Siguang Li

Pages: 1035-1052

Published online: 05 Jul 2023

AbstractforMedia trading groups and short selling manipulation | Full Text | References | PDF (618.6 KB) | EPUB | Supplemental

306 Views
0 CrossRef citations
0Altmetric

Book Review

Real Time Computing (NATO ASI Series. Series F, Computer and Systems Sciences, Vol. 127)

edited by Alexander D. Stoyenko and Wolfgang C. Halang, Springer Verlag (1994). Hardback. ISBN 9780387575582.

Michael Dempster

Pages: 1053-1054

Published online: 09 May 2023

CitationforReal Time Computing (NATO ASI Series. Series F, Computer and Systems Sciences, Vol. 127) | Full Text | References | PDF (191.7 KB) | EPUB

777 Views
0 CrossRef citations
0Altmetric

Free Access

Research Papers

Article

Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation

Anne MacKay, Marie-Claude Vachon & Zhenyu Cui

Pages: 1055-1078

Published online: 13 Jun 2023

AbstractforAnalysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation | Full Text | References | PDF (1.7 MB) | EPUB | Supplemental

213 Views
0 CrossRef citations
0Altmetric

Article

Option pricing under stochastic volatility models with latent volatility

Jean-François Bégin & Frédéric Godin

Pages: 1079-1097

Published online: 13 Jun 2023

AbstractforOption pricing under stochastic volatility models with latent volatility | Full Text | References | PDF (990 KB) | EPUB

360 Views
0 CrossRef citations
0Altmetric

Article

From optimal martingales to randomized dual optimal stopping

Denis Belomestny & John Schoenmakers

Pages: 1099-1113

Published online: 19 Jun 2023

AbstractforFrom optimal martingales to randomized dual optimal stopping | Full Text | References | PDF (774.8 KB) | EPUB

571 Views
0 CrossRef citations
0Altmetric

Open Access

Article

Optimal trading with transaction costs and short-term predictability

Shashidhar Murthy & John K. Wald

Pages: 1115-1127

Published online: 26 Jun 2023

AbstractforOptimal trading with transaction costs and short-term predictability | Full Text | References | PDF (470.9 KB) | EPUB

239 Views
0 CrossRef citations
0Altmetric

Article

Pairs trading with wavelet transform

Burak Alparslan Eroğlu, Haluk Yener & Taner Yiğit

Pages: 1129-1154

Published online: 10 Jul 2023

AbstractforPairs trading with wavelet transform | Full Text | References | PDF (1.2 MB) | EPUB | Supplemental

445 Views
0 CrossRef citations
0Altmetric

Article

Leveraged funds: robust replication and performance evaluation

Paolo Guasoni & Eberhard Mayerhofer

Pages: 1155-1176

Published online: 27 Jun 2023

AbstractforLeveraged funds: robust replication and performance evaluation | Full Text | References | PDF (876.4 KB) | EPUB

854 Views
0 CrossRef citations
0Altmetric

Open Access

Article

Extracting implied volatilities from bank bonds

Michele Leonardo Bianchi & Gian Luca Tassinari

Pages: 1177-1197

Published online: 09 Jul 2023

AbstractforExtracting implied volatilities from bank bonds | Full Text | References | PDF (3.1 MB) | EPUB

202 Views
0 CrossRef citations
0Altmetric

Explore articles

Latest
Open access
Most read
Most cited
Trending

Explore the most recently published articles

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

Spike and hike modeling for interest rate derivatives: with an application to SOFR caplets

Leif Andersen et al.

Article | Published online: 16 Jul 2024

Covariance matrix filtering and portfolio optimisation: the average oracle vs non-linear shrinkage and all the variants of DCC-NLS

Christian Bongiorno et al.

Article | Published online: 16 Jul 2024

Equity auction dynamics: latent liquidity models with activity acceleration

Mohammed Salek et al.

Article | Published online: 15 Jul 2024

View all latest articles

Download citations

Choose format

RIS (ProCit, Reference Manager)
BibTeX
RefWorks Direct Export

Download citations

Quantitative Finance (Vol.23, Iss.7-8, 2023)

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?

Information for

Authors
R&D professionals
Editors
Librarians
Societies

Open access

Overview
Open journals
Open Select
Dove Medical Press
F1000Research

Opportunities

Reprints and e-prints
Advertising solutions
Accelerated publication
Corporate access solutions

Help and information

Help and contact
Newsroom
All journals
Books

Keep up to date

Register to receive personalised research and resources by email

Taylor and Francis Group Facebook page

Taylor and Francis Group X Twitter page

Taylor and Francis Group Linkedin page

Taylor and Francis Group Youtube page

Taylor and Francis Group Weibo page

Copyright © 2024Informa UK Limited Privacy policy Cookies Terms & conditions Accessibility

Registered in England & Wales No. 3099067
5 Howick Place | London | SW1P 1WG