Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets
Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations
Binomial Approximations for Barrier Options of Israeli Style
Black-Scholes model under subordination
Bounds on Stock Price probability distributions in Local-Stochastic Volatility models
Bridge Copula Model for Option Pricing
BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences
BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives