Forecasting volatility with the multifractal random walk model

Forecasting with time-varying vector autoregressive models

Forward equations for option prices in semimartingale models

Forward Exponential Performances: Pricing and Optimal Risk Sharing

Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options

Fractal Markets Hypothesis and the Global Financial Crisis: Scaling, Investment Horizons and Liquidity

Fractality feature in oil price fluctuations

Fractional processes as models in stochastic finance

Fractional term structure models: No-arbitrage and consistency

Free Lunch

From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon

From Nuclear Reactions to High-Frequency Trading: an R-function Approach

From Physics to Economics: An Econometric Example Using Maximum Relative Entropy

From short to fat tails in financial markets: A unified description

From Smile Asymptotics to Market Risk Measures

From the currency rate quotations onto strings and brane world scenarios

From the decompositions of a stopping time to risk premium decompositions

Fully Flexible Views: Theory and Practice

Fundamental and Real-World Challenges in Economics

Fundamental defect of the macroeconomic thinking as one of the main causes of the crisis endured