Time Consistent Dynamic Limit Order Books Calibrated on Options
Time Consistent G-Expectation and Bid-Ask Dynamic Pricing Mechanisms for Contingent Claims Under Uncertainty
Time reversal invariance in finance
Time Scales in Futures Markets and Applications
Time Varying Risk Aversion: An Application to Energy Hedging
Time vs. Ensemble Averages for Nonstationary Time Series
Time-Bridge Estimators of Integrated Variance
Time-Changed Fast Mean-Reverting Stochastic Volatility Models
Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models
Time-Consistent Actuarial Valuations
Time-Consistent and Market-Consistent Evaluations
Timed tuplix calculus and the Wesseling and van den Bergh equation
To lag or not to lag?
Toehold Purchase Problem: A comparative analysis of two strategies
Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Series
Topological structures in the equities market network
Topology of the correlation networks among major currencies using hierarchical structure methods
Toward a Generalization of the Leland-Toft Optimal Capital Structure Model
Tracking errors from discrete hedging in exponential Lévy models
Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange