SSRNs
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. (arXiv:1912.04941v1 [q-fin.TR])
December 12, 2019
Endogenous agglomeration in a many-region world. (arXiv:1912.05113v1 [econ.GN])
December 12, 2019
Third-degree Price Discrimination Versus Uniform Pricing. (arXiv:1912.05164v1 [econ.GN])
December 12, 2019
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (arXiv:1912.05228v1 [q-fin.RM])
December 12, 2019
Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches. (arXiv:1912.05273v1 [q-fin.TR])
December 12, 2019
On the difference between the volatility swap strike and the zero vanna implied volatility. (arXiv:1912.05383v1 [q-fin.MF])
December 12, 2019
Closed form optimal exercise boundary of the American put option. (arXiv:1912.05438v1 [q-fin.PR])
December 12, 2019
Sub-sampling and other considerations for efficient risk estimation in large portfolios. (arXiv:1912.05484v1 [q-fin.MF])
December 12, 2019
Energy Based Estimation of the Shadow Economy: The Role of Governance Quality
December 12, 2019
Earnings Management and Stock Price Crashes: The Deteriorating Information Environment Post Cross-Delisting
December 12, 2019
