Agent-based model of competition in a social structure

Agent-based Versus Macroscopic Modeling of Competition and Business Processes in Economics and Finance

Agglomeration and Interregional Mobility of Labor in Portugal

Alarm System for Insurance Companies: A Strategy for Capital Allocation

Allocation d'actifs selon le critère de maximisation des fonds propres économiques en assurance non-vie

Alternative approach to the optimality of the threshold strategy for spectrally negative Levy processes

Ambiguous Volatility, Possibility and Utility in Continuous Time

American and Bermudan options in currency markets under proportional transaction costs

American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods

American Options Pricing under Stochastic Volatility: Approximation of the Early Exercise Surface and Monte Carlo Simulations

American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions

American Step-Up and Step-Down Credit Default Swaps under Levy Models

An Active Margin System and its Application in Chinese Margin Lending Market

An Adaptive Markov Chain Monte Carlo Method for GARCH Model

An algorithm for calculating the set of superhedging portfolios and strategies in markets with transaction costs

An algorithmic information-theoretic approach to the behaviour of financial markets

An almost linear stochastic map related to the particle system models of social sciences

An Alternative Use of the Verdoorn Law at the Portuguese NUTs II Level

An Analysis of the Japanese Credit Network

An analytical performance comparison of exchanged traded funds with index funds: 2002-2010