Semi-Closed Form Cubature and Applications to Financial Diffusion Models

Sensitivity analysis of the early exercise boundary for American style of Asian options

Sequential optimizing investing strategy with neural networks

Shaping tail dependencies by nesting box copulas

Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model

Simulation de trajectoires de processus continus

Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems

Solving Optimal Dividend Problems via Phase-type Fitting Approximation of Scale Functions

Some Control Variates for exotic options

Stability of central finite difference schemes for the Heston PDE

State price density estimation via nonparametric mixtures

Stochastic Utilities With a Given Optimal Portfolio : Approach by Stochastic Flows

Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis

Swing Options Valuation: a BSDE with Constrained Jumps Approach

Symmetries of the Black-Scholes equation