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Background: US fruit and vegetable (FV) intake remains below recommendations, particularly for low-income populations. Evidence on effectiveness of rebates in addressing this shortfall is limited.
Background: US fruit and vegetable (FV) intake remains below recommendations, particularly for low-income populations. Evidence on effectiveness of rebates in addressing this shortfall is limited.
We formulate and solve a range of dynamic models of constrained credit/insurance that allow for moral hazard and limited commitment. We compare them to full insurance and exogenously incomplete finan...
It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there a...
Abstract: We use statistically validated networks, a recently introduced method to validate links in a bipartite system, to identify clusters of investors trading in a financial market. Specifically, ...
Abstract: Financial volatility risk is addressed through a multiple round evolutionary quantum game equilibrium leading to Multifractal Self-Organized Criticality (MSOC) in the financial returns and i...
Abstract: Financial markets provide an ideal frame for the study of first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six...
We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989–2008 and analyze the time return intervals  between volume volatilities above a given th...
The performance measurement of companies has been the subject of numerous surveys during the last few years. In the present study, the Data Envelopment Analysis (DEA) technique as well as the financia...
This paper consists of two parts. In the first part, by building on the work of Jouini and Kallal in [26], Sch¨urger in [37], Frittelli in [15], Pham and Touzi in [34] and Napp in [33], we prove the ...
We explore a simple lattice field model intended to describe statistical properties of high frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signa...
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes c...
We derive a mesoscopic description of the behavior of a simple financial market where the agents can create their own portfolio between two investment alternatives: a stock and a bond. The model is de...
The pricing of exotic options in exponential L´evy models amounts to the computation of expectations of functionals of the whole path of a L´evy process. In many situations, Monte-Carlo me...
Cubature methods, a powerful alternative to Monte Carlo due to Kusuoka [Adv. Math. Econ. 6, 69–83, 2004] and Lyons–Victoir [Proc. R. Soc.Lond. Ser.

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