A Modified GHG Intensity Indicator: Toward a Sustainable Global Economy based on a Carbon Border Tax and Emissions Trading
A Multi Agent Model for the Limit Order Book Dynamics
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk
A multifractal approach towards inference in finance
A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
A multivariate extension of Value-at-Risk and Conditional-Tail-Expectation
A new approach for scenario generation in Risk management
A new formulation of asset trading games in continuous time with essential forcing of variation exponent
A new market model in the large volatility case
A new space-time model for volatility clustering in the financial market
A non-linear model of trading mechanism on a financial market
A Note on Delta Hedging in Markets with Jumps
A note on essential smoothness in the Heston model
A note on evolutionary stochastic portfolio optimization and probabilistic constraints
A note on heterogeneous beliefs with CRRA utilities
A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms
A note on super-hedging for investor-producers
A Note on the Equivalence between the Normal and the Lognormal Implied Volatility : A Model Free Approach
A note on the theory of fast money flow dynamics
A note on wealth in a volatile economy