| Inverse Problem for Forecasting Stock Options Prices Kirill Golubnichiy Department of Mathematics and Statistics, Texas Tech University |
| Quanto Option Pricing on a Multivariate Lévy Process Model with Generative Artificial Intelligence Aaron YS Kim College of Business -- Finance, Stony Brook University |
| Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress Md. Rayfayet Alam Dept. of Finance and Economics, University of Tennessee at Chattanooga |
| Optimal Portfolios with Sustainable Assets – Aspects for Life Insurers Ralf Korn Department of Mathematics, RPTU Kaiserslautern-Landau |
| To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk Agata Kliber Department of Applied Mathematics, Poznań University of Economics and Business |
| ESG performance and investment efficiency: The impact of information asymmetry Seda Erdogan Department of International Trade and Finance, Kadir Has University |
| Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps Steven P. Clark Department of Finance, UNC Charlotte |
| Elicitability and identifiability of tail risk measures Tobias Fissler Department of Mathematics, ETH Zürich |
| Estimation and backtesting of risk measures with emphasis on distortion risk measures Hideatsu Tsukahara Department of Economics, Seijo University, Tokyo |
| Pricing options with a new hybrid neural network model Yossi Shvimer School of Finance and Management, SOAS University of London |
| Stochastic dominance, stochastic volatility, and jump risk: new theory interprets old results Stylianos Perrakis John Molson School of Business, Concordia University, Montreal |
| Inverse Problem for Forecasting Stock Options Prices Kirill Golubnichiy Department of Mathematics and Statistics, Texas Tech University |