A Cultural Market Model
A discussion of stock market speculation by Pierre-Joseph Proudhon
A drift formulation of Gresham's Law
A dual characterization of self-generation and exponential forward performances
A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances
A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery
A dynamic hybrid model based on wavelets and fuzzy regression for time series estimation
A Dynamic Model for Credit Index Derivatives
A dynamic nonlinear model for saturation in industrial growth
A Dynamical Approach to Operational Risk Measurement
A Dynamical Model for Forecasting Operational Losses
A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model
A finite dimensional approximation for pricing moving average options
A Finite Element Framework for Option Pricing with the Bates Model
A finite-dimensional quantum model for the stock market
A flexible matrix Libor model with smiles
A Fourier transform method for spread option pricing
A framework for adaptive Monte-Carlo procedures
A framework for analyzing contagion in banking networks
A General Evaluation Method for the Diabatic Journal Bearing