Black-Scholes model under subordination

Bonds with volatilities proportional to forward rates

Boolean delay equations on networks: An application to economic damage propagation

Boom and bust in continuous time evolving economic model

Bounding heavy-tailed return distributions to measure model risk

Bounds for rating override rates

Bounds on Stock Price probability distributions in Local-Stochastic Volatility models

Breakdown of the mean-field approximation in a wealth distribution model

Bridge Copula Model for Option Pricing

Brownian markets

BSDEs with random default time and their applications to default risk

BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences

BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives

Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles

Building portfolios of stocks in the São Paulo Stock Exchange using Random Matrix Theory

Business Cycle and Conserved Quantity in Economics

Business fluctuations in a credit-network economy