Optimisation of Stochastic Programming by Hidden Markov Modelling based Scenario Generation

Optimization of dividend and reinsurance strategies under ruin probability constraint

Optimization of Financial Instrument Parcels in Stochastic Wavelet Model

Optimizing a basket against the efficient market hypothesis

Optimizing expected utility of dividend payments for a Erlang risk process

Option calibration of exponential Lévy models: Implementation and empirical results

Option Pricing in Multivariate Stochastic Volatility Models of OU Type

Option Pricing Model Based on a Markov-modulated Diffusion with Jumps

Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model

Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model

Order book dynamics in liquid markets: limit theorems and diffusion approximations

Order flow dynamics around extreme price changes on an emerging stock market

Ordering of multivariate probability distributions with respect to extreme portfolio losses

Ordinal Classification Method for the Evaluation Of Thai Non-life Insurance Companies

Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland

Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing

Outperforming the Market Portfolio with a Given Probability

Outsider Trading

Overview of utility-based valuation