Multidimensional dynamic risk measure via conditional g-expectation

Multidimensional Quasi-Monte Carlo Malliavin Greeks

Multifactor Analysis of Multiscaling in Volatility Return Intervals

Multifractal analysis and instability index of prior-to-crash market situations

Multifractal analysis of Chinese stock volatilities based on partition function approach

Multifractal detrending moving average cross-correlation analysis

Multifractal dynamics of stock markets

Multifractal Height Cross-Correlation Analysis: A New Method for Analyzing Long-Range Cross-Correlations

Multifractal modeling of short-term interest rates

Multifractal regime transition in a modified minority game model

Multifractality in stock indexes: Fact or fiction?

Multifractality in the Random Parameters Model

Multilevel Monte Carlo method for jump-diffusion SDEs

Multinetwork of international trade: A commodity-specific analysis

Multiple defaults and contagion risks

Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading

Multiplicative noise, fast convolution, and pricing

Multiscaled Cross-Correlation Dynamics in Financial Time-Series

Multistep Bayesian strategy in coin-tossing games and its application to asset trading games in continuous time

Multivariate Feller conditions in term structure models: Why do(n't) we care?