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$L^2$-approximating pricing under restricted information

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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A Black--Scholes Model with Long Memory

Economy – Quantitative Finance – Pricing of Securities
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A CDS Option Miscellany

Economy – Quantitative Finance – Pricing of Securities
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A certain estimate of volatility through return for stochastic volatility models

Economy – Quantitative Finance – Pricing of Securities
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A comprehensive method for exotic option pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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A Dynamic Correlation Modelling Framework with Consistent Stochastic Recovery

Economy – Quantitative Finance – Pricing of Securities
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A Dynamic Model for Credit Index Derivatives

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model

Economy – Quantitative Finance – Pricing of Securities
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A finite dimensional approximation for pricing moving average options

Economy – Quantitative Finance – Pricing of Securities
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A flexible matrix Libor model with smiles

Economy – Quantitative Finance – Pricing of Securities
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A Guide to Modeling Credit Term Structures

Economy – Quantitative Finance – Pricing of Securities
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A Heat Kernel Approach to Interest Rate Models

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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A la Carte of Correlation Models: Which One to Choose?

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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A model-insensitive determination of First-hitting-time densities with Application to Equity default-swaps

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk

Economy – Quantitative Finance – Pricing of Securities
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A new market model in the large volatility case

Economy – Quantitative Finance – Pricing of Securities
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A Note on Delta Hedging in Markets with Jumps

Economy – Quantitative Finance – Pricing of Securities
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A note on essential smoothness in the Heston model

Economy – Quantitative Finance – Pricing of Securities
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A note on super-hedging for investor-producers

Economy – Quantitative Finance – Pricing of Securities
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A Note on the Equivalence between the Normal and the Lognormal Implied Volatility : A Model Free Approach

Economy – Quantitative Finance – Pricing of Securities
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