A Numerical Study of Radial Basis Function Based Methods for Options Pricing under the One Dimension Jump-diffusion Model
A Paradigm Shift from Production Function to Production Copula: Statistical Description of Production Activity of Firms
A parsimonious model for intraday European option pricing
A path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance
A policyholder's utility indifference valuation model for the guaranteed annuity option
A Prediction Market for Toxic Assets Prices
A projected gradient dynamical system modeling the dynamics of bargaining
A quantum model for the stock market
A quantum statistical approach to simplified stock markets
A Quantum-like Approach to the Stock Market
A queueing theory description of fat-tailed price returns in imperfect financial markets
A Random Matrix Approach to Credit Risk
A Random Matrix Approach to Dynamic Factors in macroeconomic data
A Random Matrix Approach to VARMA Processes
A remark on Gatheral's 'most-likely path approximation' of implied volatility
A Review of Volatility and Option Pricing
A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities
A Security Price Volatile Trading Conditioning Model
A semi-Markov model for price returns