Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type
VISTA: project status
Visualizing a large-scale structure of production network by N-body simulation
Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices
Volatility derivatives in market models with jumps
Volatility Effects on the Escape Time in Financial Market Models
Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models
Volatility made observable at last
Volatility return intervals analysis of the Japanese market
Waiting Times in Simulated Stock Markets
WARNING: Physics Envy May Be Hazardous To Your Wealth!
Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables
We've walked a million miles for one of these smiles
Weak and Strong Taylor methods for numerical solutions of stochastic differential equations
Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management
Wealth distribution in a System with Wealth-limited Interactions
Web search queries can predict stock market volumes
Weighted Monte Carlo: Calibrating the Smile and Preserving Martingale Condition
Weighted Trade Network in a Model of Preferential Bipartite Transactions
What are the limits on Commercial Bank Lending?