Default risk modeling beyond the first-passage approximation: Position-dependent killing
Defaultable Bonds via HKA
Defaultable bonds with an infinite number of Levy factors
Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility
Double Kernel estimation of sensitivities
Dual Quantization for random walks with application to credit derivatives
Dual representations for general multiple stopping problems
Duality and Convergence for Binomial Markets with Friction
Duality in Robust Utility Maximization with Unbounded Claim via a Robust Extension of Rockafellar's Theorem
Dynamics on/in financial markets: dynamical decoupling and stylized facts