TY  - GEN
TI  - Annals of Finance
PB  - Springer
N1  - (Volume 20, Issue 1)
•	Affine Heston model style with self-exciting jumps and long memory
•	How does soft information on the causes of default affect debt renegotiation? The Italian evidence
•	On certain representations of pricing functionals
•	Skewness-seeking behavior and financial investments
; (Volume 19, Issue 4, December 2023)
•	The kind of silence: managing a reputation for voluntary disclosure in financial markets
•	The value of expected return persistence
•	Nonparametric estimates of option prices via Hermite basis functions
•	Robustness and sensitivity analyses of rough Volterra stochastic volatility models
•	What can monetary policy tell us about Bitcoin?
; (Volume 19, Issue 3, September 2023)
•	Co-jumps and recursive preferences in portfolio choices
•	A compositional analysis of systemic risk in European financial institutions

•	Sentiment-based indicators of real estate market stress and systemic risk: international evidence
•	Analysis of fair fee in guaranteed lifelong withdrawal and Markovian health benefits

•	The no-arbitrage pricing of non-traded assets

; (Volume 19, Issue 2
June 2023)
o	No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
o	Connectivity, centralisation and ‘robustness-yet-fragility’ of interbank networks

o	Integrating market conditions into regulatory decisions on microfinance interest rates: does competition matter?

o	A behavioral approach to inconsistencies in intertemporal choices with the Analytic Hierarchy Process methodology

o	Drawdown risk measures for asset portfolios with high frequency data
; (Volume 19, Issue 1, March 2023)
o	The valuation of corporations: a derivative pricing perspective

o	The optimal financing of a conglomerate firm with hidden information and costly state verification

o	Uncertainty in firm valuation and a cross-sectional misvaluation measure

o	The market value of SMEs: a comparative study between private and listed firms in alternative stock markets

o	Delta-hedging in fractional volatility models


UR  - https://link.springer.com/journal/10436/volumes-and-issues
ER  -