Haar Wavelets-Based Approach for Quantifying Credit Portfolio Losses

Harvesting alternate energies from our planet

Hausdorff clustering

Hazard processes and martingale hazard processes

Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes

Heat kernel methods in finance: the SABR model

Heavy-tail driven by memory

Hedging and production decisions under uncertainty: A survey

Hedging Effectiveness under Conditions of Asymmetry

Hedging Errors Induced by Discrete Trading Under an Adaptive Trading Strategy

Hedging in an equilibrium-based model for a large investor

Hedging of claims with physical delivery under convex transaction costs

Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon

Hedging of Game Options With the Presence of Transaction Costs

Hedging of time discrete auto-regressive stochastic volatility options

Hedging strategies and minimal variance portfolios for European and exotic options in a Levy market

Hedging strategies with a put option and their failure rates

Hedging under arbitrage

Hedging: Scaling and the Investor Horizon

Hermitian and non-Hermitian covariance estimators for multivariate Gaussian assets from random matrix theory