The computation of Greeks with multilevel Monte Carlo
The Conflict between Economic Development and Planetary Ecosystem in the Context of Sustainable Development
The continuous behavior of the numeraire portfolio under small changes in information structure, probabilistic views and investment constraints
The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options
The derivatives of Asian call option prices
The distribution of first-passage times and durations in FOREX and future markets
The driving force of labor productivity
The dual optimizer for the growth-optimal portfolio under transaction costs
The dynamics of financial stability
The economic default time and the Arcsine law
The effect of a market factor on information flow between stocks using minimal spanning tree
The effect of round-off error on long memory processes
The Effects of Market Properties on Portfolio Diversification in the Korean and Japanese Stock Markets
The efficient index hypothesis and its implications in the BSM model
The empirical properties of large covariance matrices
The endogenous dynamics of markets: price impact and feedback loops
The Epps effect revisited
The escape problem under stochastic volatility: the Heston model
The evolution of EU business cycle synchronisation 1981-2007
The evolvability of business and the role of antitrust