A "Toy" Model for Operational Risk Quantification using Credibility Theory
A Bayesian Framework for Combining Valuation Estimates
A Bayesian Networks Approach to Operational Risk
A Black--Scholes Model with Long Memory
A Brief History of Economics: An Outsider's Account
A CDS Option Miscellany
A certain estimate of volatility through return for stochastic volatility models
A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics
A Comparative Study of Stochastic Volatility Models
A comprehensive method for exotic option pricing
A Conceptual Model for Bidirectional Service, Information and Product Quality in an IS Outsourcing Collaboration Environment
A contribution to the systematics of stochastic volatility models
A Convex Stochastic Optimization Problem Arising from Portfolio Selection
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
A Coupled Markov Chain approach to risk analysis of credit default swap index products
A Cultural Market Model
A discussion of stock market speculation by Pierre-Joseph Proudhon
A drift formulation of Gresham's Law
A dual characterization of self-generation and exponential forward performances
A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances