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Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets

Economy – Quantitative Finance – Pricing of Securities
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Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations

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Binomial Approximations for Barrier Options of Israeli Style

Economy – Quantitative Finance – Pricing of Securities
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Black-Scholes model under subordination

Economy – Quantitative Finance – Pricing of Securities
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Bounds on Stock Price probability distributions in Local-Stochastic Volatility models

Economy – Quantitative Finance – Pricing of Securities
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Bridge Copula Model for Option Pricing

Economy – Quantitative Finance – Pricing of Securities
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BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences

Economy – Quantitative Finance – Pricing of Securities
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BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives

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