Nonanalytic behaviour in a log-normal Markov functional model

Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests

Nonlinear Fokker-Planck Equation in the Model of Asset Returns

Nonlinear option pricing models for illiquid markets: scaling properties and explicit solutions

Nonlinear Stochastic Model of Return matching to the data of New York and Vilnius Stock Exchanges

Nonlinear stochastic modeling as a background for the bursty behavior in financial markets

Nonuniversal distributions of stock returns in an emerging market

Normalization for Implied Volatility

Note on log-periodic description of 2008 financial crash

Note on two phase phenomena in financial markets

Notional portfolios and normalized linear returns

Nuclear explosive propulsion for interplanetary travel: Extension of the MEDUSA concept for higher specific impulse

Numéraire-invariant preferences in financial modeling

Numerical integration of Heath-Jarrow-Morton model of interest rates

Numerical methods for an optimal order execution problem

Numerical methods for optimal insurance demand under marked point processes shocks

Numerical methods for the Lévy LIBOR model

Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation