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