Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series

Choix stratégiques de la firme et contrôle financier

Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model

Class formation in a social network with asset exchange

Classical and quantum randomness and the financial market

Classification of barrier options

Clean Valuation Framework for the USD Silo

Climate informed flood frequency analysis and prediction in Montana using hierarchical Bayesian modeling

Climbing Down from the Top: Single Name Dynamics in Credit Top Down Models

Closed form asymptotics for local volatility models

Cluster formation and evolution in networks of financial market indices

Clustering of discretely observed diffusion processes

Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

Coherence-based multivariate analysis of high frequency stock market values

Coherent Price Systems and Uncertainty-Neutral Valuation

Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment including Re-Hypotecation and Netting

Collateralized CDS and Default Dependence

Collective behavior in financial market

Collective behavior of stock price movements in an emerging market

Collective behavior of stock prices as a precursor to market crash