EDITORIAL
Accepted on 07 Jul 2025
Editorial: Financial Modeling with Frictions
doi 10.3389/fams.2025.1641147
- Frontiers in Applied Mathematics and Statistics
- Mathematical Finance
- Research Topics
- Financial Modeling with Frictions
Financial Modeling with Frictions
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Articles
ORIGINAL RESEARCH
Published on 04 Jun 2025
Improving stock price forecasting with M-A-BiLSTM: a novel approach
doi 10.3389/fams.2025.1588202
- 636 views
ORIGINAL RESEARCH
Published on 20 May 2025
Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies
doi 10.3389/fams.2025.1567626
- 798 views
ORIGINAL RESEARCH
Published on 15 May 2025
On transaction costs in minimum-risk portfolios: insights into risk parity and asset allocation
doi 10.3389/fams.2025.1585187
- 798 views
ORIGINAL RESEARCH
Published on 17 Feb 2025
A new tool to detect financial data scaling
doi 10.3389/fams.2025.1527750
- 543 views
ORIGINAL RESEARCH
Published on 10 Dec 2024
How ESG corporate reputation affects sustainability premiums in the insurance industry
doi 10.3389/fams.2024.1474565
- 1,462 views
REVIEW
Published on 26 Sep 2024
Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies
doi 10.3389/fams.2024.1456746
- 1,475 views
- 1 citation
ORIGINAL RESEARCH
Published on 05 Aug 2024
Stochastic optimal control problem of consumption and pension insurance with uncertain lifetime and its application to real-life data
doi 10.3389/fams.2024.1415385
- 806 views
