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Okun's law revisited. Is there structural unemployment in developed countries?

Economy – Quantitative Finance – General Finance
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Old and new approaches to LIBOR modeling

Economy – Quantitative Finance – Pricing of Securities
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On a Non-Standard Stochastic Control Problem

Economy – Quantitative Finance – Portfolio Management
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On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations

Economy – Quantitative Finance – Computational Finance
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On a stochastic differential equation arising in a price impact model

Economy – Quantitative Finance – Trading and Market Microstructure
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On Admissible Strategies in Robust Utility Maximization

Economy – Quantitative Finance – Portfolio Management
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On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets

Economy – Quantitative Finance – Pricing of Securities
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On break-even correlation: the way to price structured credit derivatives by replication

Economy – Quantitative Finance – Pricing of Securities
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On Calibrating Stochastic Volatility Models with time-dependent Parameters

Economy – Quantitative Finance – Pricing of Securities
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On contingent claims pricing in incomplete markets: A risk sharing approach

Economy – Quantitative Finance – Computational Finance
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On detecting the dependence of time series

Economy – Quantitative Finance – Statistical Finance
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On Equilibrium Prices in Continuous Time

Economy – Quantitative Finance – Pricing of Securities
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On Financial Markets Based on Telegraph Processes

Economy – Quantitative Finance – Trading and Market Microstructure
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On honest times in financial modeling

Economy – Quantitative Finance – Computational Finance
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On Hurst exponent estimation under heavy-tailed distributions

Economy – Quantitative Finance – Statistical Finance
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On incompleteness of bond markets with infinite number of random factors

Economy – Quantitative Finance – Computational Finance
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On information efficiency and financial stability

Economy – Quantitative Finance – Trading and Market Microstructure
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On interrelations of recurrences and connectivity trends between stock indices

Economy – Quantitative Finance – Statistical Finance
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On martingale measures and pricing for continuous bond-stock market with stochastic bond

Economy – Quantitative Finance – Pricing of Securities
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On Mean-Variance Analysis

Economy – Quantitative Finance – Portfolio Management
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