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Valuation Bound of Tranche Options

Economy – Quantitative Finance – Pricing of Securities
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Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities

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Valuation of Zynga

Economy – Quantitative Finance – General Finance
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Valuations and dynamic convex risk measures

Economy – Quantitative Finance – Risk Management
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Value matters: Predictability of Stock Index Returns

Economy – Quantitative Finance – General Finance
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Vanna-Volga methods applied to FX derivatives : from theory to market practice

Economy – Quantitative Finance – Pricing of Securities
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Variance Optimal Hedging for continuous time processes with independent increments and applications

Economy – Quantitative Finance – Computational Finance
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Variance-covariance based risk allocation in credit portfolios: analytical approximation

Economy – Quantitative Finance – Risk Management
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Variational inequality method in stock loans

Economy – Quantitative Finance – Pricing of Securities
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Varying the VaR for Unconditional and Conditional Environments

Economy – Quantitative Finance – Risk Management
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Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection

Economy – Quantitative Finance – Portfolio Management
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Viewing Risk Measures as Information

Economy – Quantitative Finance – Risk Management
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Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type

Economy – Quantitative Finance – Computational Finance
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VISTA: project status

Economy – Quantitative Finance – Risk Management
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Visualizing a large-scale structure of production network by N-body simulation

Economy – Quantitative Finance – General Finance
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Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices

Economy – Quantitative Finance – Statistical Finance
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Volatility derivatives in market models with jumps

Economy – Quantitative Finance – Pricing of Securities
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Volatility Effects on the Escape Time in Financial Market Models

Economy – Quantitative Finance – Statistical Finance
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Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models

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Volatility made observable at last

Economy – Quantitative Finance – Computational Finance
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