| Convergence of the fixed-point iteration for the Bass Local Volatility model Gudmund Pammer Department of Mathematics, ETH Zürich |
| Risk budgeting portfolios: Existence and computation Olivier Guéant Department of Applied Mathematics, Université Paris 1 Panthéon-Sorbonne |
| On subordinated generalizations of 3 classical models of option pricing Grzegorz Krzyżanowski Hugo Steinhaus Center, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and Technology |
| On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model Makar Pravosud Department of Economics and Business, Universitat Pompeu Fabra |
| Unpacking the ESG ratings: Does one size fit all? Monica Billio Department of Economics, Ca’ Foscari University of Venice |
| On the Bachelier implied volatility at extreme strikes Fabien Le Floc’h Department of Applied Mathematics, Delft University of Technology |
| Bayesian Optimization of ESG Financial Investments Eduardo César Garrido Merchán Faculty of Economics and Business Sciences, Comillas Universidad Pontificia |
| Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach Abderrahim Taamouti Management School, University of Liverpool |
| Elementary function solutions to the Bachelier model generated by Lie point symmetries Melas Evangelos Department of Mathematics, University of Thessaly |
| Supermartingale Brenier’s Theorem with full-marginals constraint Dominykas Norgilas Department of Mathematics, North Carolina State University |
| Semi-analytic pricing of American options in some time-dependent jump-diffusion models Andrey Itkin Department of Risk and Financial Engineering, Tandon School of Engineering, NYU |
| Hedging with temporary price impact Peter Bank Department of Mathematics, Technical University of Berlin |