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Persistence in a Random Bond Ising Model of Socio-Econo Dynamics

Economy – Quantitative Finance – General Finance
Scientific paper

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Persistent collective trend in stock markets

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Perturbation Expansion for Option Pricing with Stochastic Volatility

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Perturbation theory in a pure exchange non-equilibrium economy

Economy – Quantitative Finance – Trading and Market Microstructure
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Perturbative Approach on Financial Markets

Economy – Quantitative Finance – Pricing of Securities
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Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method

Economy – Quantitative Finance – Computational Finance
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Perturbed Copula: Introducing the skew effect in the co-dependence

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Phase transition in a log-normal Markov functional model

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Phase transition in the rich-get-richer mechanism due to finite-size effects

Economy – Quantitative Finance – General Finance
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Phenomenology of minority games in efficient regime

Economy – Quantitative Finance – Trading and Market Microstructure
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Picard approximation of stochastic differential equations and application to LIBOR models

Economy – Quantitative Finance – Computational Finance
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Polarization Versus Agglomeration

Economy – Quantitative Finance – General Finance
Scientific paper

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Pollution permits, Strategic Trading and Dynamic Technology Adoption

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Portfolio Insurance under a risk-measure constraint

Economy – Quantitative Finance – Risk Management
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Portfolio liquidation in dark pools in continuous time

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Portfolio optimization in a defaults model under full/partial information

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Portfolio Optimization under Convex Incentive Schemes

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Portfolio Optimization under Habit Formation

Economy – Quantitative Finance – Portfolio Management
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