Okun's law revisited. Is there structural unemployment in developed countries?
Old and new approaches to LIBOR modeling
On a Non-Standard Stochastic Control Problem
On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations
On a stochastic differential equation arising in a price impact model
On Admissible Strategies in Robust Utility Maximization
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets
On break-even correlation: the way to price structured credit derivatives by replication
On Calibrating Stochastic Volatility Models with time-dependent Parameters
On contingent claims pricing in incomplete markets: A risk sharing approach
On detecting the dependence of time series
On Equilibrium Prices in Continuous Time
On Financial Markets Based on Telegraph Processes
On honest times in financial modeling
On Hurst exponent estimation under heavy-tailed distributions
On incompleteness of bond markets with infinite number of random factors
On information efficiency and financial stability
On interrelations of recurrences and connectivity trends between stock indices
On martingale measures and pricing for continuous bond-stock market with stochastic bond
On Mean-Variance Analysis