Editorial
Published on 31 May 2021
Editorial: Long-Memory Models in Mathematical Finance
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2021.705429
- 3,337 views
- 1 citation
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80 articles
Articles
Editorial
Published on 25 May 2021
Editorial: Risk Management Models and Theories Volume II
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2021.676404
- 2,456 views
- 1 citation
Original Research
Published on 09 Apr 2021
The Asymmetric Effect of Panic Index on Cryptocurrencies
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2021.661388
- 7,071 views
- 6 citations
Methods
Published on 23 Mar 2021
Calibrating and Simulating Copula Functions in Financial Applications
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2021.642210
- 12,892 views
- 9 citations
Methods
Published on 25 Jan 2021
A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.611878
- 3,391 views
- 1 citation
Original Research
Published on 26 Nov 2020
A New Set of Financial Instruments
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.606812
- 6,570 views
- 5 citations
Original Research
Published on 11 Nov 2020
CARMA Approximations and Estimation
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00037
- 3,859 views
- 1 citation
Original Research
Published on 29 Oct 2020
The Construction of Efficient Portfolios: A Verification of Risk Models for Investment Making
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.456346
- 13,291 views
Original Research
Published on 08 Oct 2020
Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.577050
- 64,026 views
- 2 citations
Original Research
Published on 17 Sep 2020
Modeling and Estimation of Multivariate Discrete and Continuous Time Stationary Processes
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00043
- 1,804 views
- 1 citation
Original Research
Published on 14 Sep 2020
Does Banking Efficiency, Regulation, and Operations Affect Banking Performance in South Asia: Dynamic Correlated Model Approach
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00038
- 2,885 views
- 4 citations
Original Research
Published on 04 Aug 2020
Comparing Model Selection Criteria to Distinguish Truncated Operational Risk Models
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00028
- 2,441 views
Original Research
Published on 12 May 2020
Deep Learning Methods for Mean Field Control Problems With Delay
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00011
- 4,295 views
- 36 citations
Original Research
Published on 29 Apr 2020
Implied Volatility Structure in Turbulent and Long-Memory Markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00010
- 2,812 views
- 2 citations
Editorial
Published on 18 Mar 2020
Editorial: Risk Management Models and Theories
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00008
- 6,659 views
Review
Published on 28 Feb 2020
Continuous-Time Portfolio Selection: A Cursory Survey
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2020.00004
- 4,314 views