University Heights
Newark, NJ 07102
United States
New Jersey Institute of Technology
SSRN RANKINGS
in Total Papers Downloads
Dirac Delta function, delta sequence, implied volatility, model-free, SVI, SABR, Heston
Foreign Exchange, Arbitrage, Triangular Arbitrage, Max Plus Product
Foreign Exchange, Toxic Arbitrage, Triangular Arbitrage, Perron-Frobenius Theorem
Bayesian Inference, Value at Risk, Burr Distribution
market centrality, market graph, degree centrality, minimum spanning tree
peer-to-peer insurance, risk sharing, Pareto optimality
Utility Maximization, Merton’s Optimal Portfolio, Efficient Market Hypothesis
GICS Sector, Gradient Boosted Trees, Fundamental Data, Financial Ratios
Long Term Portfolio Protection, Option Pricing, Hedging
Attrition, Human Resources, Gradient Boosted Trees
anomaly portfolios, asset pricing, factor models, machine learning
social security, principal component analysis, pension risk
Information Geometry, Extreme Value Theory, Quantitative Risk
Asian Options, PDE Reductions, Vecer Reduction, Lie Symmetry Analysis
Discrete Barrier Options, Continuous-Time Markov Chains, Integral Equations, Z−Transform, Markov Process
overlapping returns, unbiased skewness, asset returns, weighted estimator, variance ratio test
overnight index swap rates, graph centrality, fixed income, principal component analysis
Portfolio optimization, Kelly Betting, Merton’s Problem, integer programming
integral transform, inverse transform method, orthogonal polynomial, sampling
