Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints

Financial markets with volatility uncertainty

Financial rogue waves

Financial Rogue Waves Appearing in the Coupled Nonlinear Volatility and Option Pricing Model

Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments

Finitely additive probabilities and the Fundamental Theorem of Asset Pricing

Forward equations for option prices in semimartingale models

Forward Exponential Performances: Pricing and Optimal Risk Sharing

Fractional processes as models in stochastic finance

Fractional term structure models: No-arbitrage and consistency

From the decompositions of a stopping time to risk premium decompositions

Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension

Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation