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Contingent claim valuation with penalty costs on short selling positions

Study of the sufficiency of factors in asset pricing

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

The relationship between the bond market and credit default swaps and the pricing...

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Excitation spectrum for quantum field theory models on the lattice: pure fermionic...

Volatility of soybean price range using GARCH models and ARFIMA models

The use of econometric models to predict the price of pulp in the international market:...

Evaluation of microbiological and biomimetic models in stereoselective metabolism...