An algorithm for calculating the set of superhedging portfolios and strategies in markets with transaction costs

An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model

An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications

An introduction to Lévy processes with applications in finance

Analysis of Fourier transform valuation formulas and applications

Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility

Analyticity of the Wiener-Hopf factors and valuation of exotic options in Lévy models

Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management

Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis

Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE

Approximations and asymptotics of upper hedging prices in multinomial models

Arbitrage and deflators in illiquid markets

Arbitrage Bounds for Prices of Options on Realized Variance

Arbitrage hedging strategy and one more explanation of the volatility smile

Arbitrage Opportunities in Misspecified Stochastic volatility Models

Arbitrage-free SVI volatility surfaces

Asset Pricing under uncertainty

Asset pricing with random information flow

Asymptotic and Exact Pricing of Options on Variance

Asymptotic behavior of prices of path dependent options