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Response of double-auction markets to instantaneous Selling-Buying signals with stochastic Bid-Ask spread

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Restructuring Counterparty Credit Risk

Economy – Quantitative Finance – Risk Management
Scientific paper

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Results on numerics for FBSDE with drivers of quadratic growth

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Resumes of the Bird mission

Economy – Quantitative Finance – Risk Management
Scientific paper

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Return interval distribution of extreme events and long term memory

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Returns in futures markets and $ν=3$ t-distribution

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Reverse Engineering Financial Markets with Majority and Minority Games using Genetic Algorithms

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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REVIEW: Going beyond the LIBOR model

Economy – Quantitative Finance
Scientific paper

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Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk Aversion and Portfolio Selection in a Continuous-Time Model

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Risk Aversion Asymptotics for Power Utility Maximization

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Risk Concentration and Diversification: Second-Order Properties

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk management applied to planetary defense.

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk management approach for de-orbiting of the Compton Gamma Ray Observatory

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk Management in ETS-8 Project

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk Measures in Quantitative Finance

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk Measures on $\mathcal{P}(\mathbb{R})$ and Ambiguity for the Value At Risk: $ΛV@R$

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk measuring under model uncertainty

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk minimization and set-valued average value at risk via linear vector optimization

Economy – Quantitative Finance – Risk Management
Scientific paper

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Risk Premia and Optimal Liquidation of Defaultable Securities

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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