The Wishart short rate model
Theoretical and numerical Analysis on Optimal dividend policy of an insurance company with positive transaction cost and higher solvency
Theoretical Sensitivity Analysis for Quantitative Operational Risk Management
Theory of Information Pricing
Theory of market fluctuations
Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth
Threshold levels in Economics
Tick size and price diffusion
Time and symmetry in models of economic markets
Time consistency and moving horizons for risk measures
Time Consistent Dynamic Limit Order Books Calibrated on Options
Time Consistent G-Expectation and Bid-Ask Dynamic Pricing Mechanisms for Contingent Claims Under Uncertainty
Time reversal invariance in finance
Time Scales in Futures Markets and Applications
Time Varying Risk Aversion: An Application to Energy Hedging
Time vs. Ensemble Averages for Nonstationary Time Series
Time-Bridge Estimators of Integrated Variance
Time-Changed Fast Mean-Reverting Stochastic Volatility Models
Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models
Time-Consistent Actuarial Valuations