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...

Analysis of the effect of the initial investment in the continuous iterated prisoners...

New pricing criteria in incomplete markets: consistency, rationality and standard...