Leverage Causes Fat Tails and Clustered Volatility
Levy Random Bridges and the Modelling of Financial Information
LGD credit risk model: estimation of capital with parameter uncertainty using MCMC
Libor model with expiry-wise stochastic volatility and displacement
Life time of correlation between stocks prices on established and emerging markets
Likelihood-based inference for correlated diffusions
Limit of the Solutions for the Finite Horizon Problems as the Optimal Solution to the Infinite Horizon Optimization Problems
Limit Order Books
Limit Theorems for Partial Hedging Under Transaction Costs
Liquidation in Limit Order Books with Controlled Intensity
Liquidity Crisis, Granularity of the Order Book and Price Fluctuations
Liquidity in Credit Networks: A Little Trust Goes a Long Way
Liquidity-adjusted Market Risk Measures with Stochastic Holding Period
Loan and nonloan flows in the Australian interbank network
Local Risk Decomposition for High-frequency Trading Systems
Local time and the pricing of time-dependent barrier options
Local Volatility Pricing Models for Long-dated FX Derivatives
Log-Periodic Oscillation Analysis and Possible Burst of the "Gold Bubble" in April - June 2011
Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums
Long Horizons, High Risk Aversion, and Endogeneous Spreads