Reduced form models of bond portfolios

Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule

Regime Switching Stochastic Volatility with Perturbation Based Option Pricing

Regime Switching Volatility Calibration by the Baum-Welch Method

Regional Agglomeration in Portugal: A Linear Analysis

Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends

Regularizing Portfolio Optimization

Regulation Simulation

Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?

Reinforcement learning in market games

Relationship between degree of efficiency and prediction in stock price changes

Relationship between inflation, unemployment and labor force change rate in France: cointegration test

Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index

Renewal equations for option pricing

Rent distribution in a simple model of housing price formation

Rentes en cours de service : un nouveau critère d'allocation d'actif

Renyi's information transfer between financial time series

Replicating financial market dynamics with a simple self-organized critical lattice model

Resilience of Volatility

Resilience to Contagion in Financial Networks