The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
The Macro Model of the Inequality Process and The Surging Relative Frequency of Large Wage Incomes
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds
The minimal length uncertainty and the quantum model for the stock market
The Minimal Model of Financial Complexity
The minority game: An economics perspective
The Mirage of Triangular Arbitrage in the Spot Foreign Exchange Market
The Nature of Alpha
The nature of price returns during periods of high market activity
The near-extreme density of intraday log-returns
The network of global corporate control
The Network Structure of Economic Output
The non-random walk of stock prices: The long-term correlation between signs and sizes
The numeraire portfolio in semimartingale financial models
The Opportunity Process for Optimal Consumption and Investment with Power Utility
The potential approach in practice
The premium of dynamic trading
The Price Impact of Order Book Events
The price impact of order book events: market orders, limit orders and cancellations
The price of bond and European option on bond without credit risk. Classical look and its quantum extension