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Dam Rain and Cumulative Gain

Economy – Quantitative Finance – Pricing of Securities
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Dangers of Bilateral Counterparty Risk: the fundamental impact of closeout conventions

Economy – Quantitative Finance – Pricing of Securities
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De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process

Economy – Quantitative Finance – General Finance
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Dealing with the Inventory Risk. A solution to the market making problem

Economy – Quantitative Finance – Trading and Market Microstructure
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Default and Systemic Risk in Equilibrium

Economy – Quantitative Finance – Pricing of Securities
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Default Clustering in Large Portfolios: Typical Events

Economy – Quantitative Finance – Risk Management
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Default correlation, cluster dynamics and single names: The GPCL dynamical loss model

Economy – Quantitative Finance – Pricing of Securities
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Default risk modeling beyond the first-passage approximation: Position-dependent killing

Economy – Quantitative Finance – Computational Finance
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Default Risk Modeling Beyond the First-Passage Approximation: Extended Black-Cox Model

Economy – Quantitative Finance – Risk Management
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Default Swap Games Driven by Spectrally Negative Levy Processes

Economy – Quantitative Finance – Pricing of Securities
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Defaultable Bonds via HKA

Economy – Quantitative Finance – Computational Finance
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Defaultable bonds with an infinite number of Levy factors

Economy – Quantitative Finance – Computational Finance
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Defining, Estimating and Using Credit Term Structures. Part 1: Consistent Valuation Measures

Economy – Quantitative Finance – Pricing of Securities
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Defining, Estimating and Using Credit Term Structures. Part 2: Consistent Risk Measures

Economy – Quantitative Finance – Pricing of Securities
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Defining, Estimating and Using Credit Term Structures. Part 3: Consistent CDS-Bond Basis

Economy – Quantitative Finance – Pricing of Securities
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Delta Hedging in Financial Engineering: Towards a Model-Free Approach

Economy – Quantitative Finance – Pricing of Securities
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Demand forecasting for companies with many branches, low sales numbers per product, and non-recurring orderings

Economy – Quantitative Finance – General Finance
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Denoising Surprises in Option Pricing

Economy – Quantitative Finance – Statistical Finance
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Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility

Economy – Quantitative Finance – Computational Finance
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Dependence of defaults and recoveries in structural credit risk models

Economy – Quantitative Finance – Risk Management
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