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Trading activity as driven Poisson process: comparison with empirical data

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Trading leads to scale-free self-organization

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Trading Model with Pair Pattern Strategies

Economy – Quantitative Finance – Portfolio Management
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Transaction Costs, Trading Volume, and the Liquidity Premium

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Transaction fees and optimal rebalancing in the growth-optimal portfolio

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations

Economy – Quantitative Finance – Computational Finance
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Transition from Exponential to Power Law Distributions in a Chaotic Market

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Transition from Pareto to Boltzmann-Gibbs behavior in a deterministic economic model

Economy – Quantitative Finance – General Finance
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Transition Probability Matrix Methodology for Incremental Risk Charge

Economy – Quantitative Finance – Risk Management
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Transmission of distress in a bank credit network

Economy – Quantitative Finance – General Finance
Scientific paper

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Tremor price dynamics in the world's network of stock exchanges

Economy – Quantitative Finance – General Finance
Scientific paper

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True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Trust! Why it Has Been Lost and How to Regain It

Economy – Quantitative Finance – General Finance
Scientific paper

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Turnover, account value and diversification of real traders: evidence of collective portfolio optimizing behavior

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Two stock options at the races: Black-Scholes forecasts

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Two-factor capital structure models for equity and credit

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Two-sided estimates for stock price distribution densities in jump-diffusion models

Economy – Quantitative Finance – General Finance
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