Heat kernel methods in finance: the SABR model
Hedging in an equilibrium-based model for a large investor
Hedging of claims with physical delivery under convex transaction costs
Hedging of time discrete auto-regressive stochastic volatility options
Hedging under arbitrage
High-order accurate implicit methods for the pricing of barrier options
How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?