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

A model for interevent times with long tails and multifractality in human communications: An application to financial trading

A model of returns for the post-credit-crunch reality: Hybrid Brownian motion with price feedback

A model of subjective supply-demand: the maximum Boltzmann/Shannon entropy solution

A model-insensitive determination of First-hitting-time densities with Application to Equity default-swaps