Quantitative Finance Lab

Christina Atanasova, Terrel Miao, Ignacio Segarra, Frederick Willeboordse

SSRN · 16 Mar 2026

Crypto options Risk-neutral probability SDF Risk premia

Christina Atanasova, Terrel Miao, Ignacio Segarra, Frederick Willeboordse

Finance Research Letters · 01 Nov 2025

Cryptocurrency options Market maker aggregate gamma inventory Delta-hedging Option market illiquidity Latent factor models

Isabel Figuerola-Ferretti, Eduardo Schwartz, Ignacio Segarra

Journal of Banking & Finance · 01 Oct 2025

Hydropower asset Drought Water Optimal control Climate change

Christina Atanasova, Frederick H. Willeboordse

Journal of International Financial Markets, Institutions and Money · 01 Jun 2025

Cash holdings Bank lines of credit Corporate diversification Coinsurance Liquidity risk

Karel Hrazdil, Jeong-Bon Kim, Frederick H. Willeboordse

Scientometrics · 19 Oct 2024

Article influence Citation Ethics Information use Research Science

Ignacio Segarra, Christina Atanasova, Isabel Figuerola-Ferretti

Journal of International Financial Markets, Institutions and Money · 01 Jun 2024

Electricity markets regulations Zonal vs nodal pricing Margins Synthetic controls Financial performance

Isabel Figuerola-Ferretti, Eduardo Schwartz, Ignacio Segarra

Quantitative Finance · 22 Apr 2024

Water management Climate change Hydropower Sustainable reservoir

Research