Risk Premium Impact in the Perturbative Black Scholes Model
Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach
Risk, VaR, CVaR and their associated Portfolio Optimizations when Asset Returns have a Multivariate Student T Distribution
Risk-Neutral Pricing of Financial Instruments in Emission Markets
Risk-Seeking versus Risk-Avoiding Investments in Noisy Periodic Environments
Robust and Adaptive Algorithms for Online Portfolio Selection
Robust Estimators in Generalized Pareto Models
Robust hedging of double touch barrier options
Robust maximization of asymptotic growth
Robust Maximization of Asymptotic Growth under Covariance Uncertainty
Robust mean-variance hedging in the single period model
Robust pricing and hedging of double no-touch options
Robust Strategies for Optimal Order Execution in the Almgren-Chriss Framework
Robust utility maximization for diffusion market model with misspecified coefficients
Robustness and Contagion in the International Financial Network
Role of Diversification Risk in Financial Bubbles
Role of scaling in the statistical modeling of finance
Root's Barrier: Construction, Optimality and Applications to Variance Options
Rough paths in idealized financial markets
RQA Application for the Monitoring of Financial and Commodity markets state