Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation

Analytic results and weighted Monte Carlo simulations for CDO pricing

Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility

Analytical Framework for Credit Portfolios

Analytical Framework for Credit Portfolios. Part I: Systematic Risk

Analytical modelling of terminal properties in industrial growth

Analyticity of the Wiener-Hopf factors and valuation of exotic options in Lévy models

Analyzing the prices of the most expensive sheet iron all over the world: Modeling, prediction and regime change

Anomalous price impact and the critical nature of liquidity in financial markets

Anomalous Returns in a Neural Network Equity-Ranking Predictor

Anti-correlation and subsector structure in financial systems

Anti-Robust and Tonsured Statistics

Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation

Any Regulation of Risk Increases Risk

Application Development for the Utilisation of ENVISAT Data

Application of spectral methods for high-frequency financial data to quantifying states of market participants

Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes

Application of Tuncay's language teacher model to business-customer relations

Applications of physical methods in high-frequency futures markets

Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management