An Hilbert space approach for a class of arbitrage free implied volatilities models

An iterative algorithm for evaluating approximations to the optimal exercise boundary for a nonlinear Black-Scholes equation

Analysis of the sensitivity to discrete dividends : A new approach for pricing vanillas

Analytic results and weighted Monte Carlo simulations for CDO pricing

Antithetic multilevel Monte Carlo estimation for multi-dimensional SDEs without Lévy area simulation

Appraisal of a contour integral method for the Black-Scholes and Heston equations

Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis

Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model

Asymptotic analysis for stochastic volatility: Edgeworth expansion

Asymptotic Expansion for the Normal Implied Volatility in Local Volatility Models

Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method

Bayesian Inference of Stochastic Volatility Model by Hybrid Monte Carlo

Bayesian Inference on QGARCH Model Using the Adaptive Construction Scheme

Bayesian inference with an adaptive proposal density for GARCH models

Bayesian Model Choice of Grouped t-copula

Bonds with volatilities proportional to forward rates

BSDEs with random default time and their applications to default risk

Calculation of aggregate loss distributions

Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts

Chain ladder method: Bayesian bootstrap versus classical bootstrap