Cutting Edge is the quantitative finance section of Risk.net. It publishes exclusive peer-reviewed papers selected for their originality, relevance and applicability to financial markets. It also publishes podcasts with leading quants on the most topical issues, and comments from practitioners and our editorial team.
A novel optimal execution approach via continuous-time stochastic processes is introduced
Forward start volatility swaps and their pricing and hedging models are introduced
Veteran quant has long warned about fundamental flaws in algorithmic stablecoins