Utility Maximization with Addictive Consumption Habit Formation in Incomplete Semimartingale Markets
Utility Maximization, Risk Aversion, and Stochastic Dominance
Utility theory front to back - inferring utility from agents' choices
Valuation Bound of Tranche Options
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Valuation of Zynga
Valuations and dynamic convex risk measures
Value matters: Predictability of Stock Index Returns
Vanna-Volga methods applied to FX derivatives : from theory to market practice
Variance Optimal Hedging for continuous time processes with independent increments and applications
Variance-covariance based risk allocation in credit portfolios: analytical approximation
Variational inequality method in stock loans
Varying the VaR for Unconditional and Conditional Environments
Vast Volatility Matrix Estimation using High Frequency Data for Portfolio Selection
Viewing Risk Measures as Information
Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type
VISTA: project status
Visualizing a large-scale structure of production network by N-body simulation
Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices
Volatility derivatives in market models with jumps