A Review of Volatility and Option Pricing
A Risk-Sensitive Portfolio Optimization Problem with Fixed Incomes Securities
A Security Price Volatile Trading Conditioning Model
A semi-Markov model for price returns
A semi-Markov model with memory for price changes
A simple algorithm based on fluctuations to play the market
A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing
A simple microstructure return model explaining microstructure noise and Epps effects
A simple model for asset price bubble formation and collapse
A Simplified Approach to modeling the credit-risk of CMO
A simplified Capital Asset Pricing Model
A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output
A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model
A Steady State Solution to a Mortgage Pricing Problem
A Stochastic Model for the Analysis of Demographic Risk in Pay-As-You-Go Pension Funds
A Stochastic Processes Toolkit for Risk Management
A stochastic reachability approach to portfolio construction in finance industry
A stochastic theory for temporal fluctuations in self-organized critical systems
A Subjective and Probabilistic Approach to Derivatives
A Theoretical Approach for Dynamic Modelling of Sustainable Development