Trading activity as driven Poisson process: comparison with empirical data
Trading leads to scale-free self-organization
Trading Model with Pair Pattern Strategies
Transaction Costs, Trading Volume, and the Liquidity Premium
Transaction fees and optimal rebalancing in the growth-optimal portfolio
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations
Transition from Exponential to Power Law Distributions in a Chaotic Market
Transition from Pareto to Boltzmann-Gibbs behavior in a deterministic economic model
Transition Probability Matrix Methodology for Incremental Risk Charge
Transmission of distress in a bank credit network
Tremor price dynamics in the world's network of stock exchanges
True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence
Trust! Why it Has Been Lost and How to Regain It
Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Two stock options at the races: Black-Scholes forecasts
Two-factor capital structure models for equity and credit
Two-sided estimates for stock price distribution densities in jump-diffusion models