A Top-down Model for Cash CLO
A tractable LIBOR model with default risk
A transform approach to compute prices and greeks of barrier options driven by a class of Levy processes
A unified approach to determining the early exercise boundary position at expiry for American style of general class of derivatives
A Unified Framework for Dynamic Pari-Mutuel Information Market Design
A Utility Based Approach to Energy Hedging
A win-win monetary policy in Canada
About Some Applications of Kolmogorov Equations to the Simulation of Financial Institutions Activity
About the Justification of Experience Rating: Bonus Malus System and a new Poisson Mixture Model
About the non-random Content of Financial Markets
Absolute Return Volatility
Absolute ruin in the Ornstein-Uhlenbeck type risk model
Abstract, Classic, and Explicit Turnpikes
Accounting for risk of non linear portfolios: a novel Fourier approach
Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral
Active margin system for margin loans using cash and stock as collateral and its application in Chinese market
Activity spectrum from waiting-time distribution
Adaptation and Coevolution on an Emergent Global Competitive Landscape
Adaptive Expectations, Confirmatory Bias, and Informational Efficiency
Adaptive financial networks with static and dynamic thresholds