| DEFAULTABLE BONDS AS ASIAN OPTIONS | 2000/07/01 | English | |
| PHASE TRANSITION IN A TOY MARKET | 2000/07/01 | English | |
| PHYSICISTS ATTEMPT TO SCALE THE IVORY TOWERS OF FINANCE | 2000/07/01 | English | |
| UNCERTAINTY VERSUS RANDOMNESS: MINIMIZING MODEL DEPENDENCE | 2000/07/01 | English | |
| PREDICTION OF FINANCIAL DATA WITH HIDDEN MARKOV MIXTURES OF EXPERTS | 2000/07/01 | English | |
| WORST-CASE SCENARIOS FOR AMERICAN OPTIONS | 2000/01/01 | English | |
| DESIGN OF AN ECONOMIC INDICATOR CALIBRATED IN SI UNITS | 2000/07/01 | English | |
| A GREEDY ALGORITHM FOR HABIT FORMATION UNDER MULTIPLICATIVE UTILITY | 2024/01/29 | English | |
| Efficient Evaluation of Double-Barrier Options | 2024/03/21 | English | |
| Author Index Volume 26 (2023) | 2023/12/01 | English | |
| CARBON RISK HEDGING: REDUCING PORTFOLIO CARBON RISK USING A BETA HEDGE RATIO | 2024/04/10 | English | |
| Author Index Volume 25 (2022) | 2022/11/01 | English | |
| CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET | 2023/04/19 | English | |
| TAIL RISK MONOTONICITY IN GARCH(1,1) MODELS | 2024/02/27 | English | |
| EDITORIAL | 2023/05/01 | English | |
| WEAK ERROR RATES FOR OPTION PRICING UNDER LINEAR ROUGH VOLATILITY | 2022/11/01 | English | |
| HISTORICAL VOLATILITY DISTRIBUTION IN GAUSSIAN AND GARCH(1,1) MODELS | 2000/07/01 | English | |
| ANALYTIC THEORY OF INTEREST RATES PART I: SOLITARY BONDS | 2000/07/01 | English | |
| EFFICIENT-INEFFICIENT TRANSITIONS IN MINORITY GAMES | 2000/07/01 | English | |
| PRICING OF AN INDEX-LINKED SWAPTION | 2000/07/01 | English | |
| ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS | 2000/10/01 | English | |
| MARKOV PROPERTIES OF HIGH FREQUENCY EXCHANGE RATE DATA | 2000/07/01 | English | |
| A MULTI-AGENT MODELLING ENVIRONMENT FOR MARKET SIMULATION | 2000/07/01 | English | |
| INCREASING SPOT RATES OF INTEREST: STRUCTURE OF THE PRICE OF A DEFAULT FREE DISCOUNT BOND | 2002/05/01 | English | |
| EXACT SOLUTION OF A MODEL FOR CROWDING AND INFORMATION TRANSMISSION IN FINANCIAL MARKETS | 2000/10/01 | English | |
| TREE METHOD FOR OPTION PRICING UNDER STOCHASTIC VARIANCE | 2000/07/01 | English | |
| TRANSACTION COSTS: A NEW POINT OF VIEW | 2001/04/01 | English | |
| HAMMING DISTANCE AND HISTORY DISTRIBUTION IN THE MINORITY GAME | 2000/07/01 | English | |
| THE APPLICATION OF THE BAK–SNEPPEN MODEL IN FINANCE | 2000/07/01 | English | |
| NONLINEAR OSCILLATIONS IN BUSINESS CYCLE MODEL WITH TIME LAGS | 2000/07/01 | English | |