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Original Articles Stochastic resonance and the trade arrival rate of stocks A. Christian Silva; Ju-Yi J. Yen First Published on: 04 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Leveraged Lévy processes as models for stock prices Dilip B. Madan; Yue Xiao First Published on: 04 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Further international evidence on durable consumption growth and long-run consumption risk Elena Márquez; Belén Nieto First Published on: 04 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now The t copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management Xiaolin Luo; Pavel V. Shevchenko First Published on: 04 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Changes in volatility of credit spread and market efficiency during rapid growth of credit-related securities Christopher Hessel; Jun Wang First Published on: 04 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Long-term strategic asset allocation with inflation risk and regime switching Tak Kuen Siu First Published on: 02 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Exact properties of measures of optimal investment for benchmarked portfolios J. Knight; S. E. Satchell First Published on: 02 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now On the acceleration of explicit finite difference methods for option pricing Stephen O'Sullivan; Conall O'Sullivan First Published on: 02 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Portfolio sensitivity to changes in the maximum and the maximum drawdown Libor Pospisil; Jan Vecer First Published on: 02 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now No-transaction bounds and estimation risk Vasyl Golosnoy First Published on: 02 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Loss aversion and the price of risk M. Levy First Published on: 02 November 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Single and joint default in a structural model with purely discontinuous asset prices Filippo Fiorani;  Elisa Luciano; Patrizia Semeraro First Published on: 22 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Regression-based algorithms for life insurance contracts with surrender guarantees Anna Rita Bacinello;  Enrico Biffis; Pietro Millossovich First Published on: 22 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Multi-regime nonlinear capital asset pricing models Cathy W. S. Chen;  Richard H. Gerlach; Ann M. H. Lin First Published on: 22 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Fierce stock market fluctuation disrupts scalefree distribution Jing Liu;  Chi K. Tse; Keqing He First Published on: 22 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes Lihua Bai;  Junyi Guo; Huayue Zhang First Published on: 22 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Analysis of Kelly-optimal portfolios Paolo Laureti;  Matúš Medo; Yi-Cheng Zhang First Published on: 22 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Change analysis of a dynamic copula for measuring dependence in multivariate financial data D. Guégan; J. Zhang First Published on: 22 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Valuation of energy storage: an optimal switching approach René Carmona; Michael Ludkovski First Published on: 08 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Dynamic complex hedging in additive markets José M. Corcuera; João M. E. Guerra First Published on: 08 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Can expected shortfall and Value-at-Risk be used to statically hedge options? Jonathan J. Wylie;  Qiang Zhang; Tak Kuen Siu First Published on: 08 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now The risk-shifting effect and the value of a warrant Emanuele Bajo; Massimiliano Barbi First Published on: 08 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Time to default and other sensitivities of credit ratings Dror Parnes First Published on: 08 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Static-arbitrage lower bounds on the prices of basket options via linear programming Javier Peña;  Juan C. Vera; Luis F. Zuluaga First Published on: 08 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now Johnson binomial trees Jean-Guy Simonato First Published on: 08 October 2009 Abstract | References | Full Text PDF | Full Text HTML | Request Permissions Related Articles  buy now