Implied Volatility Surface: Construction Methodologies and Characteristics
Indifference of Defaultable Bonds with Stochastic Intensity models
Information Percolation: Some General Cases with an Application to Econophysics
Is a probabilistic modeling really useful in financial engineering? - A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?
Is the minimum value of an option on variance generated by local volatility?