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"Market making" behaviour in an order book model and its impact on the bid-ask spread

Economy – Quantitative Finance – Trading and Market Microstructure
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$F$-divergence minimal equivalent martingale measures and optimal portfolios for exponential Levy models with a change-point

Economy – Quantitative Finance – Portfolio Management
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$L^2$-approximating pricing under restricted information

Economy – Quantitative Finance – Pricing of Securities
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2001 Mars Odyssey Project Report

Economy – Quantitative Finance – Risk Management
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A "Toy" Model for Operational Risk Quantification using Credibility Theory

Economy – Quantitative Finance – Risk Management
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A Bayesian Framework for Combining Valuation Estimates

Economy – Quantitative Finance – Statistical Finance
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A Bayesian Networks Approach to Operational Risk

Economy – Quantitative Finance – Risk Management
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A Black--Scholes Model with Long Memory

Economy – Quantitative Finance – Pricing of Securities
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A Brief History of Economics: An Outsider's Account

Economy – Quantitative Finance – General Finance
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A CDS Option Miscellany

Economy – Quantitative Finance – Pricing of Securities
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A certain estimate of volatility through return for stochastic volatility models

Economy – Quantitative Finance – Pricing of Securities
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A Code of Ethics and Standards for Outer-Space Commerce

Economy
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A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics

Economy – Quantitative Finance – Portfolio Management
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A Comparative Study of Stochastic Volatility Models

Economy – Quantitative Finance – Statistical Finance
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A comprehensive method for exotic option pricing

Economy – Quantitative Finance – Pricing of Securities
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A Conceptual Model for Bidirectional Service, Information and Product Quality in an IS Outsourcing Collaboration Environment

Economy – Quantitative Finance – General Finance
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A contribution to the systematics of stochastic volatility models

Economy – Quantitative Finance – Statistical Finance
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A Convex Stochastic Optimization Problem Arising from Portfolio Selection

Economy – Quantitative Finance – Portfolio Management
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A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market

Economy – Quantitative Finance – Statistical Finance
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A Coupled Markov Chain approach to risk analysis of credit default swap index products

Economy – Quantitative Finance – Risk Management
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