Informed traders von Brody, Dorje C, Davis, Mark H.A, Friedman, Robyn L, Hughston, Lane P

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Malliavin Monte Carlo Greeks for jump diffusions von Davis, Mark H.A., Johansson, Martin P.

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Risk‐sensitive benchmarked asset management with expert forecasts von Davis, Mark H.A., Lleo, Sébastien

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Perturbation analysis of sub/super hedging problems von Badikov, Sergey, Davis, Mark H.A., Jacquier, Antoine

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DISCUSSION OF "ELICITABILITY AND BACKTESTING: PERSPECTIVES FOR BANKING REGULATION" von Davis, Mark H. A.

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Installment Options and Static Hedging von DAVIS, MARK H.A, SCHACHERMAYER, WALTER, TOMPKINS, ROBERT G

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Verification of internal risk measure estimates von Davis, Mark H. A.

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Ion beam and plasma technology development for surface modification at Los Alamos National Laboratory von Davis, H.A., Wood, B.P., Munson, C.P., Bitteker, L.J., Nastasi, M.A., Rej, D.J., Waganaar, W.J., Walter, K.C., Coates, D.M., Schleinitz, H.M.

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IMPULSE CONTROL OF MULTIDIMENSIONAL JUMP DIFFUSIONS von DAVIS, Mark H. A, XIN GUO, GUOLIANG WU

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THE RANGE OF TRADED OPTION PRICES von Davis, Mark H. A., Hobson, David G.

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Optimal investment under partial information von Björk, Tomas, Davis, Mark H. A., Landén, Camilla

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Jump-diffusion asset–liability management via risk-sensitive control von Davis, Mark H. A., Lleo, Sébastien

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EXPLICIT SOLUTION OF AN INVERSE FIRST-PASSAGE TIME PROBLEM FOR LÉVY PROCESSES AND COUNTERPARTY CREDIT RISK von Davis, M. H. A., Pistorius, M. R.

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The social contexts of bullying and victimisation von Parault, S.J, Davis, H.A, Pellegrini, A.D

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A note on utility-based pricing in models with transaction costs von Davis, Mark H. A., Yoshikawa, Daisuke

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A note on utility-based pricing von Davis, Mark H. A., Yoshikawa, Daisuke

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Complete–market models of stochastic volatility von Davis, Mark H. A.

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Taming animal spirits: risk management with behavioural factors von Andruszkiewicz, Grzegorz, Davis, Mark H. A., Lleo, Sébastien

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Intense ion beam optimization and characterization with infrared imaging von Davis, H. A., Bartsch, R. R., Olson, J. C., Rej, D. J., Waganaar, W. J.

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Surface modification of AISI-4620 steel with intense pulsed ion beams von Rej, D.J., Davis, H.A., Nastasi, M., Olson, J.C., Peterson, E.J., Reiswig, R.D., Walter, K.C., Stinnett, R.W., Remnev, G.E., Struts, V.K.

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