Assessing market uncertainty by means of a time-varying intermittency parameter for asset price fluctuations
Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios
Asset Pricing under uncertainty
Asset pricing with random information flow
Astronomy and society.
Asymmetric correlation matrices: an analysis of financial data
Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement
Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models
Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs
Asymptotic analysis for stochastic volatility: Edgeworth expansion
Asymptotic and Exact Pricing of Options on Variance
Asymptotic behavior of prices of path dependent options
Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models
Asymptotic equivalence in Lee's moment formulas for the implied volatility and Piterbarg's conjecture
Asymptotic Expansion for the Normal Implied Volatility in Local Volatility Models
Asymptotic Expansions of the Lognormal Implied Volatility : A Model Free Approach
Asymptotic formulae for implied volatility in the Heston model
Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model
Asymptotic Power Utility-Based Pricing and Hedging