Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations
Fast Correlation Greeks by Adjoint Algorithmic Differentiation
Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility
Fine-tune your smile: Correction to Hagan et al
Finite-time singularity in the evolution of hyperinflation episodes
Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options
From Black-Scholes and Dupire formulae to last passage times of local martingales. Part A : The infinite time horizon
FX Smile in the Heston Model