Early exercise boundary for American type of floating strike Asian option and its numerical approximation
Efficient swaptions price in Hull-White one factor model
Erratum for: Smile dynamics -- a theory of the implied leverage effect
Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model
Exact Pricing Asymptotics for Investment-Grade Tranches of Synthetic CDO's. Part II: A Large Heterogeneous Pool
Exact Pricing Asymptotics of Investment-Grade Tranches of Synthetic CDO's Part I: A Large Homogeneous Pool
Exchangeability type properties of asset prices
Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model
Exotic derivatives under stochastic volatility models with jumps
Extra-Dimensional Approach to Option Pricing and Stochastic Volatility