Last update: Sun Oct 19 02:02:57 MDT 2025
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L
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Laachir, Ismail, 7(1)308--356
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Laachir:2016:BCM, 7(1)308--356
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Labordère, Pierre Henry, 14(4)1113--1139,
see Ech-Chafiq, Zineb El Filali
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Labordère, Pierre, Henry-, 6(1)1171--1194, 7(1)159--182
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Lag, Lead-, 9(4)1208--1248
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Lagrangian, Semi-, 4(1)427--451
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Lamberton, Damien, 2(1)866--900, 7(1)236--272, 10(1)261--308
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Lamberton, Damien, see Bouselmi, Aych,
see Dia, El Hadj Aly
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Lamberton:2019:VFA, 10(1)261--308
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Landriault, David, 9(3)1046--1073, 14(3)777--811
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Landriault:2018:ESM, 9(3)1046--1073
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Landriault:2023:OSE, 14(3)777--811
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Langrené, Nicolas, 5(1)191--231,
see Aïd, René
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Lantos, Nicolas, 2(1)287--316
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Lantos, Nicolas, see Cont, Rama
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Lapeyre, B., 3(1)479--510
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Lapeyre, B., see Abbas-Turki, L. A.
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Large, 4(1)151--184, 6(1)86--116, 8(1)314--343, 8(1)962--1014,
9(3)1102--1136, 10(2)512--546, 10(3)857--876, 10(4)942--976,
11(4)1098--1136
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Large-Tick, 9(3)875--906
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Larrard, Adrien de, 4(1)1--25
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Larrard, Adrien de, see Cont, Rama
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Larsson, Martin, 6(1)804--824, 11(3)928--957, 11(4)959--973
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Larsson, Martin, see Jarrow, Robert A.,
see Jarrow, Robert,
see Kleisinger-Yu, Xi
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Laruelle, Sophie, 2(1)1042--1076
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Laruelle:2011:OSO, 2(1)1042--1076
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Lasry, Jean-Michel, 15(3)960--987
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Lasry, Jean-Michel, see Bertucci, Charles
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Last, 3(1)280--303
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Latency, 12(1)254--294
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Latent, 15(1)26--53
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Latorre, S., Ortiz-, 1(1)179--211
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Latorre, Salvador, Ortiz-, 5(1)685--728
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Lavagnini, Silvia, 12(4)1374--1415
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Lavagnini, Silvia, see Benth, Fred Espen
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Law, 8(1)314--343
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Law-Invariant, 12(1)318--341
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lead, 6(1)959--983, 12(3)898--911
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Lead-Lag, 9(4)1208--1248
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Leal, Laura, 14(3)751--776
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Leal, Laura, see Carmona, Rene
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Learning, 12(1)410--445, 12(3)1226--1256, 12(3)z--z, 13(1)213--226,
14(1)127--157, 14(4)1249--1289
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Learning, Deep-, 11(2)593--619
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Lee, Junbeom, 11(2)385--410
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Lee, Roger, 3(1)690--708, 12(2)672--689
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Lee, Roger, see Carr, Peter,
see Forde, Martin
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Lee:2020:RSF, 11(2)385--410
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Lehalle, Charles-Albert, 2(1)404--438, 2(1)1042--1076, 3(1)740--764
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Lehalle, Charles-Albert, see Bouchard, Bruno,
see Guéant, Olivier,
see Laruelle, Sophie
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Lelong, Jérôme, 9(2)493--519, 14(4)1113--1139,
see Ech-Chafiq, Zineb El Filali
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Lelong:2018:DPA, 9(2)493--519
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Lending, 4(1)784--803
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León, Jorge A., 8(1)373--399, see Alòs, Elisa
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Lepinette, Emmanuel, 7(1)104--123
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Lepinette:2016:RNA, 7(1)104--123
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Lessy, Djaffar, 12(3)898--911
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Lessy:2021:MML, 12(3)898--911
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Leung, Tim, 2(1)768--793, 6(1)487--516
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Leung:2011:OTP, 2(1)768--793
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Leung:2015:EVJ, 6(1)487--516
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level, 1(1)16--29
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Level, Two-, 9(1)219--250
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Level-I, 9(3)875--906
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Level-Slope-Curvature, 6(1)900--918
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Levendorskii, Sergei, 2(1)79--111, 9(1)1--27
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Levendorskii:2011:CPS, 2(1)79--111
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Levendorskii:2018:PAA, 9(1)1--27
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Leverage, 14(2)598--643
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Leveraged, 1(1)586--603, 6(1)559--593, 9(1)347--380
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Lévy, 3(1)33--65, 4(1)265--296, 4(1)399--426, 4(1)474--493,
4(1)616--649, 5(1)71--98, 5(1)656--684, 8(1)171--213, 9(1)1--27,
9(1)251--273, 9(1)347--380, 9(3)930--965, 12(1)342--368,
14(3)777--811
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Lévy-Based, 2(1)464--487
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Lévy-Type, 4(1)804--830
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Li, Bin, 9(3)1046--1073, 10(2)394--429, 14(3)777--811
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Li, Bin, see Landriault, David
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Li, Cheng, 6(1)242--280
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Li, Danping, 9(3)1046--1073
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Li, Danping, see Landriault, David
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Li, Dongchen, 15(1)z--z
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Li, Dongchen, see Cao, Jingyi
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Li, Guolong, 7(1)152--158
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Li, Guolong, see Zhang, Geliang
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Li, Juan, 12(3)867--897
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Li, Libo, 11(3)720--749, 13(3)773--801
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Li, Libo, see Gapeev, Pavel V.,
see Jeanblanc, Monique
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Li, Lingfei, 13(3)1144--1190
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Li, Lingfei, see Zhang, Gongqiu
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Li, Lujun, 9(1)190--218
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Li, Wenbo V., 4(1)353--371
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Li, Wenbo V., see Bernard, Carole
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Li, Wenqiang, 12(3)867--897
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Li, Wenqiang, see Li, Juan
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Li, Xiao, 5(1)232--257
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Li, Xun, 11(2)411--436, 15(1)121--160
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Li, Xun, see Guan, Chonghu
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Li, Yunzhang, 13(1)147--178
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Li, Yuying, 14(2)407--451
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Li, Yuying, see Van Staden, Pieter M.
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Li, Zheng, 11(3)750--787
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Li, Zheng, see Janecek, Karel
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Li, Zhongfei, 9(1)274--314
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Li, Zhongfei, see Chen, Shumin
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Li:2014:DBS, 5(1)232--257
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Li:2015:AGM, 6(1)242--280
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Li:2018:WCR, 9(1)190--218
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Li:2019:ESA, 10(2)394--429
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Li:2021:GTA, 12(3)867--897
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Li:2022:HON, 13(1)147--178
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Li:2024:OCL, 15(1)121--160
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Liabilities, 4(1)243--264, 9(4)1286--1325
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Liang, Gechun, 8(1)344--372, 12(3)867--897
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Liang, Gechun, see Li, Juan
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Liang, Jin, 1(1)30--65, 12(3)941--966
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Liang, Jin, see Chen, Xinfu
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Liang, Xiaoqing, 14(1)279--313
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Liang, Xiaoqing, see Azcue, Pablo
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Liang:2010:OCR, 1(1)30--65
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Liang:2017:RHF, 8(1)344--372
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LIBOR, 3(1)593--604, 6(1)984--1025
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Liebrich, Felix-Benedikt, 13(3)1230--1269, 13(4)1344--1378
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Liebrich:2022:MUR, 13(3)1230--1269
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Liebrich:2022:SVR, 13(4)1344--1378
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Liechty, John, 2(1)901--934
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Liechty, John, see Cheng, Wen
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Life, 4(1)243--264, 7(1)183--214
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Lifelong, 8(1)804--840
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Lifts, 14(3)879--909
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Lillo, Fabrizio, 14(2)598--643
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Lillo:2023:ABL, 14(2)598--643
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Lim, Jia Wei, 4(1)599--615
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Lim, Jia Wei, see Dassios, Angelos
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Lim, Tongseok, 12(1)158--188
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Lim, Tongseok, see Eckstein, Stephan
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Limit, 1(1)490--522, 3(1)740--764, 4(1)1--25, 5(1)99--136, 5(1)278--315,
6(1)1026--1043, 7(1)152--158, 8(1)240--273, 8(1)314--343,
8(1)589--634, 9(3)875--906, 10(2)350--393, 10(3)790--814,
12(2)744--787, 13(2)459--490, 14(1)1--51
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Limit-Order, 2(1)183--212
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Lin, Minglian, 12(4)1596--1624
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Lin, Xiong, 4(1)372--398, 4(1)474--493
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Lin, Xiong, see Feng, Liming
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Lin:2021:AOP, 12(4)1596--1624
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Linear, 8(1)146--170, 12(4)z--z, 13(1)z--z
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Linearization, Quasi-, 11(4)1063--1097
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Linked, Inflation-, 11(4)974--1006
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Linking, 6(1)1171--1194
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Lionnet, Arnaud, 8(1)435--482
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Lionnet, Arnaud, see Bielagk, Jana
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Lions, Pierre-Louis, 15(3)960--987
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Lions, Pierre-Louis, see Bertucci, Charles
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Lipkin, Michael D., 5(1)232--257
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Lipkin, Michael D., see Li, Xiao
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Lipschitz, Non-, 7(1)993--1021
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Liquidation, 1(1)897--931, 3(1)740--764, 7(1)357--381, 9(3)875--906,
15(3)653--699
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Liquidity, 2(1)1042--1076, 3(1)163--181, 4(1)668--696, 5(1)137--152,
6(1)189--200, 9(2)800--834, 12(2)788--822, 14(4)1304--1342,
15(3)931--959
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Litterer, Christian, 7(1)159--182
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Litterer, Christian, see Henry-Labordère, Pierre
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Liu, Hao, 9(3)875--906
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Liu, Hao, see Jacquier, Antoine
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Liu, Hsuan-Ku, 6(1)53--65
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Liu, Peng, 14(2)644--662
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Liu, Peng, see Fadina, Tolulope
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Liu, Ren, 4(1)203--227
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Liu:2013:PSS, 4(1)203--227
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Liu:2015:PAV, 6(1)53--65
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Livieri, Giulia, 14(2)598--643
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Livieri, Giulia, see Lillo, Fabrizio
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Lleo, Sébastien, 2(1)22--54, see Davis, Mark
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Loans, 12(2)z--z
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Local, 1(1)2--15, 2(1)213--220, 2(1)342--356, 4(1)265--296, 7(1)567--587,
7(1)947--992, 9(1)171--189, 9(1)251--273, 9(1)347--380,
9(2)520--563, 9(2)835--874, 11(1)z--z, 12(3)z--z, 14(2)452--474
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Local, Stochastic-, 9(1)127--170
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Local-Stochastic, 7(1)418--447, 8(1)82--113, 10(1)181--213
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Locally, 4(1)353--371
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Loeffen, R., 9(2)634--664
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Loeffen, R., see Chazal, M.
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Loeper, Grégoire, 13(1)1--31, see Guo, Ivan
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Log-Modulated, 12(3)1257--1284
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Londoño, Jaime A., 11(3)659--689
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Londono:2020:DEH, 11(3)659--689
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Long-Term, 4(1)452--473, 8(1)400--434, 11(3)928--957
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Long-Time, 6(1)1026--1043, 10(4)942--976
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Lookback, 13(3)773--801
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Looping, 10(1)1--36
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López, Dante Mata, 12(3)1112--1149
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López, José E., Figueroa-, 3(1)33--65, 9(1)347--380,
15(3)653--699
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Lopez:2021:EPJ, 12(3)1112--1149
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Lorig, Matthew, 4(1)804--830, 7(1)273--307, 7(1)418--447, 8(1)82--113,
9(1)347--380, 12(2)672--689, 14(1)z--z
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Lorig, Matthew, see Angeris, Guillermo,
see Armstrong, John, \see{Carr, Peter,
see Figueroa-López, José E.,
see Jacquier, Antoine
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Lorig, Matthew J., 2(1)221--254, 2(1)665--691
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Lorig, Matthew J., see Fouque, Jean-Pierre
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Lorig:2016:POU, 7(1)418--447
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Lorig:2016:VSD, 7(1)273--307
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Lorite, David, García-, 13(1)32--69
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Loss, 7(1)508--551, 15(1)121--160, 15(3)931--959
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Loss, Gain-, 4(1)228--242
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Lototsky, Sergey, 12(1)342--368
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Lototsky:2021:KCS, 12(1)342--368
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Low, 5(1)415--444
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Low-Dimensional, 12(1)1--28
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Low-Rank, 11(3)897--927
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Lozano-Carbassé, Oriol, 7(1)273--307,
see Lorig, Matthew
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LSMC, 11(1)201--239
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LT, 4(1)327--352
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Ludkovski, Michael, 2(1)488--511, 6(1)748--775, 6(1)1123--1151,
9(4)1137--1174, 12(3)1226--1256
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Ludkovski, Michael, see Bechler, Kyle,
see Chen, Tao, \see{Gramacy, Robert B.,
see Risk, Jimmy
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Ludkovski, Mike, 2(1)768--793
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Ludkovski, Mike, see Leung, Tim
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Ludkovski:2011:SSG, 2(1)488--511
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Lugojan, Radu, Baltean-, 7(1)917--946
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Lunches, 13(3)877--902
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Luo, Peng, 10(2)394--429
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Luo, Peng, see Li, Bin
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Lyons, Terry, 11(2)470--493
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Lyons, Terry, see Kalsi, Jasdeep