An Apology for Money
An application of the method of moments to volatility estimation using daily high, low, opening and closing prices
An Application Specific Informal Logic for Interest Prohibition Theory
An application to credit risk of a hybrid Monte Carlo-Optimal quantization method
An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order Parabolic PDEs and its Application to Pricing Barrier Options
An Economic Model of Coupled Exponential Maps
An Econophysics Model for the Currency Exchange with Commission
An Econophysics Model for the Migration Phenomena
An Econophysics Model for the Stock-Markets' Analysis and Diagnosis
An Efficient, Distributable, Risk Neutral Framework for CVA Calculation
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition
An empirical behavioral model of liquidity and volatility
An empirical study of the tails of mutual fund size
An empirical test for Eurozone contagion using an asset-pricing model with heavy-tailed stochastic volatility
An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model
An explicit solution for an optimal stopping/optimal control problem which models an asset sale
An extension of Davis and Lo's contagion model
An Hilbert space approach for a class of arbitrage free implied volatilities models
An information theoretic approach to statistical dependence: copula information
An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications