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Do size and sector classification matter for
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Predicting stock market indices movements
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A mixed distribution approach to copula
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Artificial agents and speculative bubbles
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Using options theory to identify the optimal
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deregulated environment
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Financial credit risk measurement prediction
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The relevance of basis risk in the weather
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Global sensitivity analysis of credit risk
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Pricing corporate bonds, CDS and options on
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On revision of the option-based approach to
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A hybrid approach to valuing American
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Different estimators of the underlying asse4s
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A statistical deterministic implied volatility
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Pricing of options in emerging financial
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example from Turkey
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A distributed Laplace transform algorithm for
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Inferring model parameters in markets with
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Optimal quasi-Monte Carlo valuation of
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Optimal control strategies for portfolios of
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Seasonal asymmetric persistence in volatility:
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Visual recurrence analysis as an alternative
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Pattern recognition through perceptually
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Parametric inference for stochastic differential
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Self-similarity and multifractality in financial
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Non-linear logit models for high frequency
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