Calibration of Chaotic Models for Interest Rates

Calibration of One- and Two-Factor Models For Valuation of Energy Multi-Asset Derivative Contracts

CDO term structure modelling with Levy processes and the relation to market models

Classification of barrier options

Clean Valuation Framework for the USD Silo

Climbing Down from the Top: Single Name Dynamics in Credit Top Down Models

Closed form asymptotics for local volatility models

Collateralized CDS and Default Dependence

Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades

Conditional Density Models for Asset Pricing

Conservative delta hedging under transaction costs

Consistent Long-Term Yield Curve Prediction

Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model

Consistent price systems and face-lifting pricing under transaction costs

Consistent Valuation of Bespoke CDO Tranches

Constant Maturity Credit Default Swap Pricing with Market Models

Continuous time Ehrenfest process in term structure modelling

Continuously monitored barrier options under Markov processes

Controlled options: derivatives with added flexibility

Convergence of Heston to SVI