A note on evolutionary stochastic portfolio optimization and probabilistic constraints
A note on heterogeneous beliefs with CRRA utilities
A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms
A note on super-hedging for investor-producers
A Note on the Equivalence between the Normal and the Lognormal Implied Volatility : A Model Free Approach
A note on the theory of fast money flow dynamics
A note on wealth in a volatile economy
A Numerical Study of Radial Basis Function Based Methods for Options Pricing under the One Dimension Jump-diffusion Model
A Paradigm Shift from Production Function to Production Copula: Statistical Description of Production Activity of Firms
A parsimonious model for intraday European option pricing
A path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models
A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance
A policyholder's utility indifference valuation model for the guaranteed annuity option
A Prediction Market for Toxic Assets Prices
A projected gradient dynamical system modeling the dynamics of bargaining
A quantum model for the stock market
A quantum statistical approach to simplified stock markets
A Quantum-like Approach to the Stock Market
A queueing theory description of fat-tailed price returns in imperfect financial markets
A Random Matrix Approach to Credit Risk