Analytical Framework for Credit Portfolios. Part I: Systematic Risk

Analytical modelling of terminal properties in industrial growth

Analyticity of the Wiener-Hopf factors and valuation of exotic options in Lévy models

Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change

Anomalous price impact and the critical nature of liquidity in financial markets

Anomalous Returns in a Neural Network Equity-Ranking Predictor

Anti-correlation and subsector structure in financial systems

Anti-Robust and Tonsured Statistics

Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation

Any Regulation of Risk Increases Risk

Application of spectral methods for high-frequency financial data to quantifying states of market participants

Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes

Application of Tuncay's language teacher model to business-customer relations

Applications of physical methods in high-frequency futures markets

Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management

Applying hedging strategies to estimate model risk and provision calculation

Appraisal of a contour integral method for the Black-Scholes and Heston equations

Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis

Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE

Approximations and asymptotics of upper hedging prices in multinomial models