Error estimates for finite difference approximations of American put option price

Error Estimates for Multinomial Approximations of American Options in Merton's Model

Escaping the Brownian stalkers

Estimating correlation and covariance matrices by weighting of market similarity

Estimating discriminatory power and PD curves when the number of defaults is small

Estimating financial risk measures for futures positions: a non-parametric approach

Estimating financial risk using piecewise Gaussian processes

Estimation of Operational Risk Capital Charge under Parameter Uncertainty

Estimation of the instantaneous volatility

Etude du risque systématique de mortalité

Evaluating the performance of adapting trading strategies with different memory lengths

Evaluating the Precision of Estimators of Quantile-Based Risk Measures

Evidence for the Gompertz Curve in the Income Distribution of Brazil 1978-2005

Evidence of market manipulation in the financial crisis

Evolution of community structure in the world trade web

Evolution of the personal income distribution in the USA: High incomes

Evolution of worldwide stock markets, correlation structure and correlation based graphs

Evolutionary Model of the Personal Income Distribution

Exact and asymptotic results for insurance risk models with surplus-dependent premiums

Exact prediction of S&P 500 returns