Rational pricing of projects with flexibility and exogenous uncertainty: one real...

Discrete time portfolio analysis

Option hedging with dynamic multi-period self-financing strategies in discrete time...

A method of analysis of models of forecast in linear and nonlinear unidimensional...

Option pricing models with jumps: econometric analysis of the Kuo's model in the...

Artificial neural networks application in financial-economic time series analysi...

The log-periodic function and its application in the forecast of the reversion of...

Risky assets performance measures analysis: a study of potential investment, Sharpe...

Essays in quantitative finance: multidimensional derivative pricing via Lévy processes,...

Multidimensional Financial Time Series Modelling via Lévy Stochastic Processes and...