Subject: Reconciling P- and Q-calibration with path-dependent volatility

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Reconciling P- and Q-calibration with path-dependent volatility
A mixed approach designed to improve calibration robustness is presented
  16 Sep 2026   |  Technical paper
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Liquidity risk spikes at Eurex, JSCC, NSCC
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BNP Paribas outlines path for FICC algos, SDP and AI projects
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Bloomberg brings e-FX options trading to API
Buy-side users will run full RFQ workflow for vanilla and exotic FX options through one connection
14 Sep 2026   |  News
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Health composite indexes and the indoor energy poverty nexus: evidence from France
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