A Generalized Fourier Transform Approach to Risk Measures
A Goal Programming Model for Optimal Portfolio Diversification
A Guide to Modeling Credit Term Structures
A Heat Kernel Approach to Interest Rate Models
A la Carte of Correlation Models: Which One to Choose?
A la Recherche des Facteurs Déterminants de l'Intégration Internationale des Marchés Boursiers : une Analyse sur Données de Panel
A limit order book model for latency arbitrage
A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk
A long-range memory stochastic model of the return in financial markets
A Map of the Brazilian Stock Market
A Markovian Model Market - Akerlof's Lemmons and the Asymmetry of Information
A Mathematical Approach to Order Book Modeling
A Mathematical Method for Deriving the Relative Effect of Serviceability on Default Risk
A mathematical proof of the existence of trends in financial time series
A method for pricing American options using semi-infinite linear programming
A method of moments approach to pricing double barrier contracts driven by a general class of jump diffusions
A Mispricing Model of Stocks Under Asymmetric Information
A model for a large investor trading at market indifference prices. I: single-period case
A model for a large investor trading at market indifference prices. II: continuous-time case
A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS