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Natural disasters and the challenge of extreme events: risk management from an insurance perspective

Economy – Quantitative Finance – Risk Management
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Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption

Economy – Quantitative Finance – Portfolio Management
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Negative Call Prices

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Network effects in a human capital based economic growth model

Economy – Quantitative Finance – General Finance
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Network Topology of an Experimental Futures Exchange

Economy – Quantitative Finance – Statistical Finance
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Networks of Economic Market Interdependence and Systemic Risk

Economy – Quantitative Finance – Statistical Finance
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New Financial Research Program: General Option-Price Wave Modeling

Economy – Quantitative Finance – Pricing of Securities
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New procedures for testing whether stock price processes are martingales

Economy – Quantitative Finance – Statistical Finance
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No Arbitrage Conditions For Simple Trading Strategies

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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No-arbitrage of second kind in countable markets with proportional transaction costs

Economy – Quantitative Finance – Computational Finance
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No-arbitrage pricing under cross-ownership

Economy – Quantitative Finance – Pricing of Securities
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No-Free-Lunch equivalences for exponential Levy models

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Noise, risk premium, and bubble

Economy – Quantitative Finance – General Finance
Scientific paper

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Non - Randomness Stock Market Price Model

Economy – Quantitative Finance – General Finance
Scientific paper

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Non - Randomness Stock Market Price Model (Amended)

Economy – Quantitative Finance – General Finance
Scientific paper

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Non-existence of Markovian time dynamics for graphical models of correlated default

Economy – Quantitative Finance – Computational Finance
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Non-Gaussianity of the Intraday Returns Distribution: its evolution in time

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Nonanalytic behaviour in a log-normal Markov functional model

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests

Economy – Quantitative Finance – Statistical Finance
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