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
A Modified GHG Intensity Indicator: Toward a Sustainable Global Economy based on a Carbon Border Tax and Emissions Trading
A Multi Agent Model for the Limit Order Book Dynamics
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk
A multifractal approach towards inference in finance
A multiscale view on inverse statistics and gain/loss asymmetry in financial time series
A multivariate extension of Value-at-Risk and Conditional-Tail-Expectation
A new approach for scenario generation in Risk management
A new formulation of asset trading games in continuous time with essential forcing of variation exponent
A new market model in the large volatility case
A new space-time model for volatility clustering in the financial market
A non-linear model of trading mechanism on a financial market
A Note on Delta Hedging in Markets with Jumps
A note on essential smoothness in the Heston model
A note on evolutionary stochastic portfolio optimization and probabilistic constraints
A note on heterogeneous beliefs with CRRA utilities
A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms