$L^2$-approximating pricing under restricted information
A Black--Scholes Model with Long Memory
A CDS Option Miscellany
A certain estimate of volatility through return for stochastic volatility models
A comprehensive method for exotic option pricing
A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery
A Dynamic Model for Credit Index Derivatives
A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model
A finite dimensional approximation for pricing moving average options
A flexible matrix Libor model with smiles
A Guide to Modeling Credit Term Structures
A Heat Kernel Approach to Interest Rate Models
A la Carte of Correlation Models: Which One to Choose?
A model-insensitive determination of First-hitting-time densities with Application to Equity default-swaps
A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk
A new market model in the large volatility case
A Note on Delta Hedging in Markets with Jumps
A note on essential smoothness in the Heston model
A note on super-hedging for investor-producers
A Note on the Equivalence between the Normal and the Lognormal Implied Volatility : A Model Free Approach