Implied volatility formula of European Power Option Pricing
Implied Volatility Surface: Construction Methodologies and Characteristics
Improved and Developed Upper Bound of Price of Anarchy in Two Echelon Case
Improved Frechet bounds and model-free pricing of multi-asset options
In which Financial Markets do Mutual Fund Theorems hold true?
Income and Poverty in a Developing Economy
Incomplete Continuous-time Securities Markets with Stochastic Income Volatility
Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge
Incorporating exchange rate risk into PDs and asset correlations
Incorporating fat tails in financial models using entropic divergence measures
Indication of multiscaling in the volatility return intervals of stock markets
Indifference of Defaultable Bonds with Stochastic Intensity models
Indifference price with general semimartingales
Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance
Individual and collective stock dynamics: intra-day seasonalities
Inequality reversal: effects of the savings propensity and correlated returns
Inf-convolution of G-expectations
Inference on multivariate ARCH processes with large sizes
Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration
Inflation and unemployment in Switzerland: from 1970 to 2050