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Option Hedging with Smooth Market Impact

A Practitioner's Guide to Factor Models

Dry Markets and Statistical Arbitrage Bounds for European Derivatives

Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives

Limits of Arbitrage

INFERENCE AND ARBITRAGE

Behavioral Stat Arb

International R&D Spillovers and other Unobserved Common Spillovers and Shocks*

A Framework for Modeling Bounded Rationality

Model risk on credit risk

ESTIMATION OF SEVERAL POLITICAL ACTION EFFECTS OF ENERGY PRICES

An Ordinal Pattern Approach to Detect and to Model Leverage Effects and Dependence Structures Between Financial Time Series

Optimal Liquidity Provision∗

Developing Knowledge States

Well-Posedness and Comparison Principle for Option Pricing with Switching Liquidity

FEYNMAN-KAC FORMULA FOR LEVY PROCESSES ´ WITH DISCONTINUOUS KILLING RATE

Dynamics of quasi-stationary systems

Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments

Comparing systemic risk in European government bonds and national indices

Gymnastics Book

what-is-2009

Business Cycle

CDS Model and Market Spreads Amid the Financial Crisis

Gaussian Process Volatility Model

Incremental and Robust PCA

Evaluating and Hedging Exotic Swap Instruments via LGM

Procedure for Pricing Bermudans and Callable Swaps

Benter

A Perspective on Quantitative Finance

Carry Rebalancing

Ed Thorp Paper from his website

11_PARKHERE_FINALsm

Pedersen2

Data

10.1.1.159

876B1A91d01