| Quasiconvex risk statistics with scenario analysis | 2014/11/16 | English | 11 |
| Insider trading equilibrium in a market with memory | 2012/04/12 | English | 11 |
| Funding liquidity, debt tenor structure, and creditor’s belief: an exogenous dynamic debt run model | 2015/03/20 | English | 11 |
| On uniqueness of equilibrium in the Kyle model | 2016/06/20 | English | 10 |
| Golden options in financial mathematics | 2019/03/13 | English | 10 |
| Arbitrage and utility maximization in market models with an insider | 2018/05/05 | English | 10 |
| Optimal portfolio liquidation with additional information | 2015/05/31 | English | 10 |
| Convex risk measures on Orlicz spaces: inf-convolution and shortfall | 2010/05/07 | English | 10 |
| Good Deals and compatible modification of risk and pricing rule: a regulatory treatment | 2011/05/01 | English | 10 |
| A regime switching model for temperature modeling and applications to weather derivatives pricing | 2019/05/16 | English | 10 |
| Sensitivity analysis for marked Hawkes processes: application to CLO pricing | 2018/03/28 | English | 9 |
| Dual representations for systemic risk measures based on acceptance sets | 2019/11/21 | English | 9 |
| Risk minimization and optimal derivative design in a principal agent game | 2008/07/01 | English | 9 |
| The structure of optimal consumption streams in general incomplete markets | 2007/11/01 | English | 9 |
| Loss aversion with multiple investment goals | 2011/10/01 | English | 9 |
| A limit order book model for latency arbitrage | 2012/06/01 | English | 9 |
| Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents | 2010/06/09 | English | 9 |
| Pricing in an equilibrium based model for a large investor | 2011/03/26 | English | 9 |
| Borrowing constraints, effective flexibility in labor supply, and portfolio selection | 2018/07/30 | English | 9 |
| Irreversible investment with fixed adjustment costs: a stochastic impulse control approach | 2019/02/28 | English | 9 |
| Microfoundations for diffusion price processes | 2010/06/02 | English | 9 |
| Risk management with expected shortfall | 2021/04/30 | English | 9 |
| Optimal and robust contracts for a risk-constrained principal | 2009/07/10 | English | 8 |
| An optimization model for minimizing systemic risk | 2020/09/12 | English | 8 |
| Multiple yield curve modelling with CBI processes | 2021/01/09 | English | 8 |
| The effect of market power on risk-sharing | 2017/02/01 | English | 8 |
| Impact of contingent payments on systemic risk in financial networks | 2019/02/18 | English | 8 |
| Optimal retirement and portfolio selection with consumption ratcheting | 2020/02/05 | English | 8 |
| Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model | 2021/01/11 | English | 8 |
| Multidimensional investment problem | 2017/08/04 | English | 8 |