Implied volatility formula of European Power Option Pricing

Implied Volatility Surface: Construction Methodologies and Characteristics

Improved and Developed Upper Bound of Price of Anarchy in Two Echelon Case

Improved Frechet bounds and model-free pricing of multi-asset options

In which Financial Markets do Mutual Fund Theorems hold true?

Income and Poverty in a Developing Economy

Incomplete Continuous-time Securities Markets with Stochastic Income Volatility

Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge

Incorporating exchange rate risk into PDs and asset correlations

Incorporating fat tails in financial models using entropic divergence measures

Indication of multiscaling in the volatility return intervals of stock markets

Indifference of Defaultable Bonds with Stochastic Intensity models

Indifference price with general semimartingales

Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance

Individual and collective stock dynamics: intra-day seasonalities

Inequality reversal: effects of the savings propensity and correlated returns

Inf-convolution of G-expectations

Inference on multivariate ARCH processes with large sizes

Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration

Inflation and unemployment in Switzerland: from 1970 to 2050