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A theoretical argument why the t-copula explains credit risk contagion better than the Gaussian copula.

Cossin, Didier ; Schellhorn, Henry ; Song, Nan ; Tungsong, Satjaporn

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The Electronic Library of Mathematics
Instability of financial markets and preference heterogeneity.

Franke, Günter ; Lüders, Erik

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Coevolutionary genetic algorithms for establishing Nash equilibrium in symmetric Cournot games.

Protopapas, Mattheos K. ; Battaglia, Francesco ; Kosmatopoulos, Elias B.

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Foundations of boundedly rational choice and satisficing decisions.

Velupillai, K.Vela

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Implications of parameter uncertainty on option prices.

Lindström, Erik

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On generalisation of polynomials in complex plane.

Darus, Maslina ; Ibrahim, Rabha W.

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Segregation and integration: a study of the behaviors of investors with extended value functions.

Egozcue, Martin ; Wong, Wing-Keung

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Discretizing LTI descriptor (Regular) differential input systems with consistent initial conditions.

Karageorgos, Athanasios D. ; Pantelous, Athanasios A. ; Kalogeropoulos, Grigoris I.

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Generalised score and Wald tests.

Rippon, Paul ; Rayner, J.C.W.

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Modeling sequential searches with ancillary target dependencies.

Wettergren, Thomas A. ; Baylog, John G.

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A new approach to estimate the critical constant of selection procedures.

Chen, E.Jack ; Li, Min

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Input and output passivity of complex dynamical networks with general topology.

Wang, Jinliang

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Minimizing costs can be costly.

Rasmussen, Rasmus

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Parametric set-valued vector quasi-equilibrium problems.

Fan, Liya ; Li, Aiqin

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The Electronic Library of Mathematics