Dialectical Roots for Interest Prohibition Theory

Different fractal properties of positive and negative returns

Differentiation operation in the wave equation for the pseudospectral method with a staggered mesh

Direct evidence for inversion formula in multifractal financial volatility measure

Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization

Discrete Time vs Continuous Time Stock-price Dynamics and implications for Option Pricing

Discrete-Time Interest Rate Modelling

Distinguishing manipulated stocks via trading network analysis

Diverse Beliefs

Diversification and limited information in the Kelly game

Diversification Return, Portfolio Rebalancing, and the Commodity Return Puzzle

Diversity and Arbitrage in a Regulatory Breakup Model

Diversity and relative arbitrage in equity markets

Dividend problem with Parisian delay for a spectrally negative Lévy risk process

Do price and volatility jump together?

Do your volatility smiles take care of extreme events?

Does economics need a scientific revolution?

Does Security Transaction Volume-Price Behavior Resemble a Probability Wave?

Don't stay local - extrapolation analytics for Dupire's local volatility

Double Exponential Instability of Triangular Arbitrage Systems