Perpetual Cancellable American Call Option

Persistence in a Random Bond Ising Model of Socio-Econo Dynamics

Persistent collective trend in stock markets

Perturbation Expansion for Option Pricing with Stochastic Volatility

Perturbation theory in a pure exchange non-equilibrium economy

Perturbative Approach on Financial Markets

Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility

Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method

Perturbed Copula: Introducing the skew effect in the co-dependence

Phase transition in a log-normal Markov functional model

Phase transition in the rich-get-richer mechanism due to finite-size effects

Phenomenology of minority games in efficient regime

Picard approximation of stochastic differential equations and application to LIBOR models

Pioneer spacecraft operation at low and high spin rates

Polarization Versus Agglomeration

Pollution permits, Strategic Trading and Dynamic Technology Adoption

Portfolio Insurance under a risk-measure constraint

Portfolio liquidation in dark pools in continuous time

Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model

Portfolio optimization in a defaults model under full/partial information