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Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices

Economy – Quantitative Finance – Statistical Finance
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Quantifying mortality risk in small defined-benefit pension schemes

Economy – Quantitative Finance – Risk Management
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Quantifying reflexivity in financial markets: towards a prediction of flash crashes

Economy – Quantitative Finance – Statistical Finance
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Quantile hedging for multiple assets derivatives

Economy – Quantitative Finance – Risk Management
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Quantile Mechanics 3: Series Representations and Approximation of some Quantile Functions appearing in Finance

Economy – Quantitative Finance – Computational Finance
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Quantile Mechanics II: Changes of Variables in Monte Carlo methods and GPU-Optimized Normal Quantiles

Economy – Quantitative Finance – Computational Finance
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Quantitative analysis of privatization

Economy – Quantitative Finance – General Finance
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Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions

Economy – Quantitative Finance – Statistical Finance
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Quantitative law describing market dynamics before and after interest-rate change

Economy – Quantitative Finance – Statistical Finance
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Quantized Interest Rate at the Money for American Options

Economy – Quantitative Finance – Pricing of Securities
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Quantum Auctions: Facts and Myths

Economy – Quantitative Finance – General Finance
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Quantum Financial Economics - Risk and Returns

Economy – Quantitative Finance – Risk Management
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Quantum Financial Economics of Games of Strategy and Financial Decisions

Economy – Quantitative Finance – General Finance
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Quantum Model of Bertrand Duopoly

Economy – Quantitative Finance – General Finance
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Quantum Nash Equilibria and Quantum Computing

Economy – Quantitative Finance – General Finance
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Quantum Neural Computation for Option Price Modelling

Economy – Quantitative Finance – Computational Finance
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Quantum Portfolios of Observables and the Risk Neutral Valuation Model

Economy – Quantitative Finance – General Finance
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Quasi self-dual exponential Lévy processes

Economy – Quantitative Finance – Risk Management
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Quasi-Monte Carlo methods for the Heston model

Economy – Quantitative Finance – Computational Finance
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Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices

Economy – Quantitative Finance – Statistical Finance
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