SSRNs

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Peer Effects and Risk Sharing in Experimental Asset Markets

Technological Learning and Innovation Gestation Lags at the Frontier of Science: from CERN Procurement to Patent. (arXiv:1905.09552v1 [econ.GN])

Variable annuities in a L'evy-based hybrid model with surrender risk. (arXiv:1905.09596v1 [q-fin.MF])

Diagnosis and Prediction of the 2015 Chinese Stock Market Bubble. (arXiv:1905.09633v1 [q-fin.ST])

Detection of Chinese Stock Market Bubbles with LPPLS Confidence Indicator. (arXiv:1905.09640v1 [q-fin.ST])

Real-time Prediction of Bitcoin bubble Crashes. (arXiv:1905.09647v1 [q-fin.ST])

A CDS Option Miscellany. (arXiv:1201.0111v3 [q-fin.PR] UPDATED)

Machine Learning Tree and Exact Integration for Pricing American Options in High Dimension. (arXiv:1905.09474v1 [q-fin.CP])

When Do Commodity Prices Matter for the Carry Trade? The Role of FX Liquidity

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