Parametric and nonparametric models and methods in financial econometrics
Pareto and Boltzmann-Gibbs behaviors in a deterministic multi-agent system
Parsimonious HJM Modelling for Multiple Yield-Curve Dynamics
Partial Equilibria with Convex Capital Requirements: Existence, Uniqueness and Stability
Path Integral and Asian Options
Path integral approach to Asian options in the Black-Scholes model
Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation
Patience and Impatience of Stock Traders
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws
Patterns of dominant flows in the world trade web
Pay Me Now or Pay Me More Later: Start the Development of Active Orbital Debris Removal Now
Penalty Methods for the Solution of Discrete HJB Equations -- Continuous Control and Obstacle Problems
Perfect and partial hedging for swing game options in discrete time
Performance analysis and optimal selection of large mean-variance portfolios under estimation risk
Performance-based regularization in mean-CVaR portfolio optimization
Periodic Sequences of Arbitrage: A Tale of Four Currencies
Permit Allocation in Emissions Trading using the Boltzmann Distribution
Perpetual American options within CTRW's
Perpetual American vanilla option pricing under single regime change risk. An exhaustive study
Perpetual Cancellable American Call Option