The explicit Laplace transform for the Wishart process

The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations

The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document

The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III

The fine structure of spectral properties for random correlation matrices: an application to financial markets

The Food Crises: A quantitative model of food prices including speculators and ethanol conversion

The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect

The fractional volatility model: An agent-based interpretation

The fractional volatility model: No-arbitrage, leverage and risk measures

The fundamental theorem of asset pricing under proportional transaction costs

The Fundamental Theorem of Asset Pricing, the Hedging Problem and Maximal Claims in Financial Markets with Short Sales Prohibitions

The general mixture-diffusion SDE and its relationship with an uncertain-volatility option model with volatility-asset decorrelation

The Gompertz-Pareto Income Distribution

The Grounds For Time Dependent Market Potentials From Dealers' Dynamics

The Hazards of Propping Up: Bubbles and Chaos

The Impact of Credit Risk and Implied Volatility on Stock Returns

The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows

The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data

The impact of uncertainties on the pricing of contingent claims

The Importance of Increasing Returns to Scale in the Process of Agglomeration in Portugal: A Non-linear Empirical Analysis