On the Necessity of Five Risk Measures
On the Penalisation Error for American Options in a Jump Model
On the Performance of Delta Hedging Strategies in Exponential Lévy Models
On the probability distribution of stock returns in the Mike-Farmer model
On the Representation of General Interest Rate Models as Square Integrable Wiener Functionals
On the Savety Loading for Chain Ladder Estimates: A Monte Carlo Simulation Study
On the scaling of the distribution of daily price fluctuations in Mexican financial market index
On the semimartingale property of discounted asset-price processes
On the semimartingale property via bounded logarithmic utility
On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
On the singular limit of solutions to the CIR interest rate model with stochastic volatility
On the Stability of Utility Maximization Problems
On the Stability the Least Squares Monte Carlo
On the Stickiness Property
On the structure of general mean-variance hedging strategies
On the Topological Properties of the World Trade Web: A Weighted Network Analysis
On the Use of Policy Iteration as an Easy Way of Pricing American Options
On the valuation of compositions in Lévy term structure models
On the Zipf strategy for short-term investments in WIG20 futures
On three filtering problems arising in mathematical finance