The progress that sustainable investment has made in recent years has been stunning. It has gone from a niche investment style to a mainstream multi-trillion dollar industry. The rise of…
Big data is revolutionising the finance industry and has the potential to significantly shape future research in finance. This special issue contains articles following the 2019 NBER/ RFS conference…
The authors present a numerically efficient approach for machine-learning a risk-neutral measure for paths of simulated spot and option prices up to a finite horizon under convex transaction costs…
