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Optimal stopping and utility in a simple modelof unemployment insurance
Anquandah, Jason S., (2019)
A new class of discrete-time stochastic volatility model with correlated errors
Mukhoti, Sujay, (2019)
Optimal portfolios for exponential Lévy processes
Kallsen, Jan, (2000)
The evolving nature of asset price bubbles, financial instability and monetary policy
Malliaris, Anastasios G., (2018)
European stock market fluctuations : short and long term links
Malliaris, Anastasios G., (1996)
Options markets
Kōnstantinidēs, Giōrgos, (2001)