发文地区与机构
近年国家 / 地区发文量统计
| 国家 / 地区 | 发文量 |
|---|---|
| USA | 100 |
| England | 98 |
| CHINA MAINLAND | 89 |
| GERMANY (FED REP GER) | 65 |
| France | 54 |
| Italy | 40 |
| Canada | 29 |
| Australia | 25 |
| Japan | 20 |
| Switzerland | 18 |
近年机构发文量统计
| 机构 | 发文量 |
|---|---|
| UNIVERSITY OF LONDON | 20 |
| IMPERIAL COLLEGE LONDON | 18 |
| STEVENS INSTITUTE OF TECHNOLOGY | 14 |
| SCUOLA NORMALE SUPERIORE DI PISA | 13 |
| INSTITUT POLYTECHNIQUE DE PARIS | 12 |
| CENTRE NATIONAL DE LA RECHERCHE SCIENTI... | 10 |
| UNIVERSITY OF BOLOGNA | 9 |
| UNIVERSITY OF GLASGOW | 9 |
| NEOMA BUSINESS SCH | 8 |
| NEW YORK UNIVERSITY | 8 |
文章引用情况
1
Performance of information criteria for selection of Hawkes process models of financial data2
Smoothing the payoff for efficient computation of Basket option prices3
Tightening robust price bounds for exotic derivatives4
Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options5
Neural network copula portfolio optimization for exchange traded funds6
Government bond yields in Germany and Spain-empirical evidence from better days7
Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models8
Generative Bayesian neural network model for risk-neutral pricing of American index options9
Pairs trading with partial cointegration10
Pairs trading under transaction costs using model predictive control