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

Economy – Quantitative Finance – Pricing of Securities
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Financial markets with volatility uncertainty

Economy – Quantitative Finance – Pricing of Securities
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Financial rogue waves

Economy – Quantitative Finance – Pricing of Securities
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Financial Rogue Waves Appearing in the Coupled Nonlinear Volatility and Option Pricing Model

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

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Finitely additive probabilities and the Fundamental Theorem of Asset Pricing

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Forward equations for option prices in semimartingale models

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Forward Exponential Performances: Pricing and Optimal Risk Sharing

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Fractional processes as models in stochastic finance

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Fractional term structure models: No-arbitrage and consistency

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From the decompositions of a stopping time to risk premium decompositions

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Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension

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

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