Diagnostics of systemic risk impact on the enterprise capacity for financial risk neutralization: the case of Ukrainian metallurgical enterprises by Irina Kolupaieva, Svitlana Pustovhar, Oleg Suprun, Olena Shevchenko

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Risk Management in the Enterprise: The Essence, Approaches, and Methods by Zakharova Natalia Yu.

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Risk-Neutrality of RND and Option Pricing within an Entropy Framework by Xisheng Yu

Subjects: “…risk-neutral moment…”
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Analyzing the Risks Embedded in Option Prices with rndfittool by Andrea Barletta, Paolo Santucci de Magistris

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Pricing of Quanto power options and related exotic options by Javed Hussain

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Nonlinear Valuation with XVAs: Two Converging Approaches by Damiano Brigo, Cristin Buescu, Marco Francischello, Andrea Pallavicini, Marek Rutkowski

Subjects: “…risk-neutral valuation…”
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Extraction of market expectations from risk-neutral density by Josip Arnerić, Zdravka Aljinović, Tea Poklepović

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Analysis, modelling, and financial perspectives of reverse mortgage implementation in Colombia by Luis Ángel Meneses Cerón, Jaime Andrés Carabalí Mosquera, Jorge Eduardo Frías Navarrete, Zoraida Ramírez Gutiérrez, Jefferson Muñoz Vargas

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PRICING POWERED \(\alpha\)-POWER QUANTO OPTIONS WITH AND WITHOUT POISSON JUMPS by Javed Hussain, Nisar Ali

Subjects: “…financial derivatives, quanto option, power payoff, risk-neutral dynamics…”
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IMPLIED-IN-PRICES EXPECTATIONS: THEIR ROLE IN ARBITRAGE by Sergei A. Ivanov

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Impact of Price–Quantity Uncertainties and Risk Aversion on Energy Retailer’s Pricing and Hedging Behaviors by Haitao Xiang, Ying Kong, Wai Kin Victor Chan, Sum Wai Chiang

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Risk Neutral Measure Determination from Price Ranges: Single Period Market Models by Henryk Gzyl, German Molina, Enrique ter Horst

Subjects: “…risk neutral measures…”
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Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game by Wassim Daher, Fida Karam, Naveed Ahmed

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Market-implied risk-neutral probabilities, actual probabilities, credit risk and news by Shashidhar Murthy

Subjects: “…Risk-neutral probability…”
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On the Class of Risk Neutral Densities under Heston’s Stochastic Volatility Model for Option Valuation by Benzion Boukai

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On GARCH and Autoregressive Stochastic Volatility Approaches for Market Calibration and Option Pricing by Tao Pang, Yang Zhao

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Unit-Linked Tontine: Utility-Based Design, Pricing and Performance by An Chen, Thai Nguyen, Thorsten Sehner

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Existence of linear equilibria in the Kyle model with partial correlation and two risk neutral traders by Wassim Daher, Elias G. Saleeby

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Informational Updates and the Derivative Pricing Kernel by Ayan Bhattacharya

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Non-extensive minimal entropy martingale measures and semi-Markov regime switching interest rate modeling by Muhammad Sheraz, Vasile Preda, Silvia Dedu

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