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- Quantum phase transitions without thermodynamic limits
- Discretionary stopping of one-dimensional It^o di usions with a staircase payo function
- Russian and American put options under exponential phasetype Levy models
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- 10.1098/rspa.2003.1236 Chaos and coherence: a new framework for
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- Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion
- A potential-theoretical review of some exit problems of spectrally negative L evy processes
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- Portfolio choices and VaR constraint with a defaultable asset
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- Share Price Movements in the Post-Credit-Crunch environment
- arXiv:0704.1976v1[math.PR]16Apr2007 Information-Based Asset Pricing
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- Refinement of the Normal Quantile A benchmark Normal quantile based on recursion, and an
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- arXiv:gr-qc/0406121v130Jun2004 Theory of Quantum Space-Time
- On exit and ergodicity of the spectrally one-sided Levy process reflected at its infimum
- 10.1098/rspa.2003.1113 Relaxation of quantum states
- The Past, Present and Future of Term Structure Modelling
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- 10.1098/rspa.2001.0914 Stochastic reduction in nonlinear
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- Herding effects in order driven markets Giulia Iori, Department of Economics, City University London
- International Journal of Theoretical and Applied Finance Vol. 3, No. 2 (2000) 161181
- Applications of Information Geometry to Interest Rate Theory1
