Quantitative Finance

Edit Your Profile

Quantitative Finance Journal

publication venue for

The role of fleeting orders on option expiration days. 23:1511-1529. 2023
Equilibrium implications of interest rate smoothing. 20:409-423. 2020
Numerical methods applied to option pricing models with transaction costs and stochastic volatility. 15:1417-1424. 2015
Equity issues and aggregate market returns under information asymmetry. 13:281-300. 2013
Detecting market crashes by analysing long-memory effects using high-frequency data. 12:623-634. 2012
Nonlinear problems modeling stochastic volatility and transaction costs. 12:663-670. 2012
Testing for persistence in stock returns with GARCH-stable shocks. 4:256-265. 2004

International Standard Serial Number (ISSN)

1469-7688

Electronic International Standard Serial Number (EISSN)

1469-7696