Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics

Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets

Minimal model of financial stylized facts

Minimal Spanning Tree graphs and power like scaling in FOREX networks

Minimax Option Pricing Meets Black-Scholes in the Limit

Minimizing Shortfall

Minimizing the expected market time to reach a certain wealth level

Minimizing the Probability of Lifetime Ruin under Stochastic Volatility

Minimizing the Probability of Ruin when Consumption is Ratcheted

Minimum Capital Requirement Calculations for UK Futures

Mirror-time diffusion discount model of options pricing

Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points: An Application to Monetary History

Model for Non-Gaussian Intraday Stock Returns

Model independent hedging strategies for variance swaps

Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model

Model uncertainty in claims reserving within Tweedie's compound Poisson models

Model-independent Bounds for Option Prices: A Mass Transport Approach

Modeling electricity spot prices using mean-reverting multifractal processes

Modeling interaction of trading volume in financial dynamics

Modeling international crisis synchronization in the World Trade Web