Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme

Maximum likelihood approach for several stochastic volatility models

Minimax Option Pricing Meets Black-Scholes in the Limit

Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model

Monte Carlo Greeks for financial products via approximative transition densities

Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space

Monte Carlo-based tail exponent estimator

Multidimensional Quasi-Monte Carlo Malliavin Greeks

Multilevel Monte Carlo method for jump-diffusion SDEs

Multiplicative noise, fast convolution, and pricing

Multivariate GARCH estimation via a Bregman-proximal trust-region method