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
No-arbitrage of second kind in countable markets with proportional transaction costs
Non-existence of Markovian time dynamics for graphical models of correlated default
Nonanalytic behaviour in a log-normal Markov functional model
Nonlinear Fokker-Planck Equation in the Model of Asset Returns
Numerical integration of Heath-Jarrow-Morton model of interest rates
Numerical methods for an optimal order execution problem
Numerical methods for optimal insurance demand under marked point processes shocks
Numerical methods for the Lévy LIBOR model
Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation
On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations
On contingent claims pricing in incomplete markets: A risk sharing approach