Comparison of numerical and analytical approximations of the early exercise boundary of the American put option

Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option

Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling

Computation of vector sublattices and minimal lattice-subspaces of R^k. Applications in finance

Computational LPPL Fit to Financial Bubbles

Computing Economic Equilibria by a Homotopy Method

Computing Tails of Compound Distributions Using Direct Numerical Integration

Conditional sampling for barrier option pricing under the LT method

Connecting discrete and continuous lookback or hindsight options in exponential Lévy models

Constrained NonSmooth Utility Maximization on the Positive Real Line

Convenient Multiple Directions of Stratification

Convex duality in stochastic programming and mathematical finance

Counterparty Risk Valuation: A Marked Branching Diffusion Approach

Default risk modeling beyond the first-passage approximation: Position-dependent killing

Defaultable Bonds via HKA

Defaultable bonds with an infinite number of Levy factors

Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility

Double Kernel estimation of sensitivities

Dual Quantization for random walks with application to credit derivatives

Dual representations for general multiple stopping problems