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