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Impact of the first to default time on Bilateral CVA

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Implied Correlation for Pricing multi-FX options

Economy – Quantitative Finance – Pricing of Securities
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Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives

Economy – Quantitative Finance – Pricing of Securities
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Implied Probability Measures of Volatility

Economy – Quantitative Finance – Pricing of Securities
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Implied volatility explosions: European calls and implied volatilities close to expiry in exponential Lévy models

Economy – Quantitative Finance – Pricing of Securities
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Implied volatility formula of European Power Option Pricing

Economy – Quantitative Finance – Pricing of Securities
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Improved Frechet bounds and model-free pricing of multi-asset options

Economy – Quantitative Finance – Pricing of Securities
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Indifference price with general semimartingales

Economy – Quantitative Finance – Pricing of Securities
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Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance

Economy – Quantitative Finance – Pricing of Securities
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Information Asymmetry in Pricing of Credit Derivatives

Economy – Quantitative Finance – Pricing of Securities
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Information-Based Asset Pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Information-based models for finance and insurance

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Insurance, Reinsurance and Dividend Payment

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR

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Interest-Rate Modeling with Multiple Yield Curves

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Introduction into "Local Correlation Modelling"

Economy – Quantitative Finance – Pricing of Securities
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