Adaptive networks of trading agents

Adaptive Simulation of the Heston Model

Adaptive Wave Models for Option Pricing Evolution: Nonlinear and Quantum Schrödinger Approaches

Adaptive-Wave Alternative for the Black-Scholes Option Pricing Model

Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models

Additive habit formation: Consumption in incomplete markets with random endowments

Additive habits with power utility: Estimates, asymptotics and equilibrium

Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling

Addressing the Impact of Data Truncation and Parameter Uncertainty on Operational Risk Estimates

Adelic theory of stock market

ADI finite difference schemes for the Heston-Hull-White PDE

Adiabaticity Conditions for Volatility Smile in Black-Scholes Pricing Model

Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance

Adjusted Closing Prices

Admissible Strategies in Semimartingale Portfolio Selection

Affine Models

Aftershock prediction for high-frequency financial markets' dynamics

Agent based reasoning for the non-linear stochastic models of long-range memory

Agent Simulation of Chain Bankruptcy

Agent-Based Model Approach to Complex Phenomena in Real Economy