Maximum likelihood approach for several stochastic volatility models

Maximum penalized quasi-likelihood estimation of the diffusion function

Mean Reversion Pays, but Costs

Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading

Measuring expectations in options markets: An application to the SP500 index

Measuring market liquidity: An introductory survey

Measuring Portfolio Diversification

Measuring Volatility Clustering in Stock Markets

Mechanical Model of Personal Income Distribution

Memory effect and multifractality of cross-correlations in financial markets

Memory effects in stock price dynamics: evidences of technical trading

Menger 1934 revisited

Mesoscopic modelling of financial markets

Mesure de l'incertitude tendancielle sur la mortalité ? application à un régime de rentes

Mesure des risques de marché et de souscription vie en situation d'information incomplète pour un portefeuille de prévoyance

Micro-Macro Relation of Production - The Double Scaling Law for Statistical Physics of Economy -

Microscopic Origin of Non-Gaussian Distributions of Financial Returns

Microscopic Study Reveals the Singular Origins of Growth

Minding impacting events in a model of stochastic variance

Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts