Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo
Bayesian Inference on QGARCH Model Using the Adaptive Construction Scheme
Bayesian inference with an adaptive proposal density for GARCH models
Bayesian Model Choice of Grouped t-copula
Bonds with volatilities proportional to forward rates
BSDEs with random default time and their applications to default risk