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Early exercise boundary for American type of floating strike Asian option and its numerical approximation

Economy – Quantitative Finance – Pricing of Securities
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Efficient swaptions price in Hull-White one factor model

Economy – Quantitative Finance – Pricing of Securities
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Erratum for: Smile dynamics -- a theory of the implied leverage effect

Economy – Quantitative Finance – Pricing of Securities
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Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model

Economy – Quantitative Finance – Pricing of Securities
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Exact Pricing Asymptotics for Investment-Grade Tranches of Synthetic CDO's. Part II: A Large Heterogeneous Pool

Economy – Quantitative Finance – Pricing of Securities
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Exact Pricing Asymptotics of Investment-Grade Tranches of Synthetic CDO's Part I: A Large Homogeneous Pool

Economy – Quantitative Finance – Pricing of Securities
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Exchangeability type properties of asset prices

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Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model

Economy – Quantitative Finance – Pricing of Securities
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Exotic derivatives under stochastic volatility models with jumps

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Extra-Dimensional Approach to Option Pricing and Stochastic Volatility

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