Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices
Quantifying mortality risk in small defined-benefit pension schemes
Quantifying reflexivity in financial markets: towards a prediction of flash crashes
Quantile hedging for multiple assets derivatives
Quantile Mechanics 3: Series Representations and Approximation of some Quantile Functions appearing in Finance
Quantile Mechanics II: Changes of Variables in Monte Carlo methods and GPU-Optimized Normal Quantiles
Quantitative analysis of privatization
Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions
Quantitative law describing market dynamics before and after interest-rate change
Quantized Interest Rate at the Money for American Options
Quantum Auctions: Facts and Myths
Quantum Financial Economics - Risk and Returns
Quantum Financial Economics of Games of Strategy and Financial Decisions
Quantum Model of Bertrand Duopoly
Quantum Nash Equilibria and Quantum Computing
Quantum Neural Computation for Option Price Modelling
Quantum Portfolios of Observables and the Risk Neutral Valuation Model
Quasi self-dual exponential Lévy processes
Quasi-Monte Carlo methods for the Heston model
Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices