Forecasting with time-varying vector autoregressive models
Forward equations for option prices in semimartingale models
Forward Exponential Performances: Pricing and Optimal Risk Sharing
Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options
Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity
Fractality feature in oil price fluctuations
Fractional processes as models in stochastic finance
Fractional term structure models: No-arbitrage and consistency
Free Lunch
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
From Nuclear Reactions to High-Frequency Trading: an R-function Approach
From Physics to Economics: An Econometric Example Using Maximum Relative Entropy
From short to fat tails in financial markets: A unified description
From Smile Asymptotics to Market Risk Measures
From the currency rate quotations onto strings and brane world scenarios
From the decompositions of a stopping time to risk premium decompositions
Fully Flexible Views: Theory and Practice
Fundamental and Real-World Challenges in Economics
Fundamental defect of the macroeconomic thinking as one of the main causes of the crisis endured
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension