No-arbitrage of second kind in countable markets with proportional transaction costs
Non-existence of Markovian time dynamics for graphical models of correlated default
Nonanalytic behaviour in a log-normal Markov functional model
Nonlinear Fokker-Planck Equation in the Model of Asset Returns
Numerical integration of Heath-Jarrow-Morton model of interest rates
Numerical methods for an optimal order execution problem
Numerical methods for optimal insurance demand under marked point processes shocks
Numerical methods for the Lévy LIBOR model
Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation