Haar Wavelets-Based Approach for Quantifying Credit Portfolio Losses
Hazard processes and martingale hazard processes
Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy
Hedging strategies with a put option and their failure rates
Hedging: Scaling and the Investor Horizon
Heterogeneous credit portfolios and the dynamics of the aggregate losses
Hidden Noise Structure and Random Matrix Models of Stock Correlations
Historical risk measures on stock market indices and energy markets
HUMEX, a study on the survivability and adaptation of humans to long-duration exploratory missions, part II: Missions to Mars