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Market completion using options

Economy – Quantitative Finance – Pricing of Securities
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Market Implied Probability Distributions and Bayesian Skew Estimation

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Market models for CDOs driven by time-inhomogeneous Lévy processes

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Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look

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Market viability via absence of arbitrage of the first kind

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Market-consistent valuation of insurance liabilities by cost of capital

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Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance

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Maximum Entropy Distributions Inferred from Option Portfolios on an Asset

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Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading

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Measuring expectations in options markets: An application to the SP500 index

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Mirror-time diffusion discount model of options pricing

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Model independent hedging strategies for variance swaps

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Model-independent Bounds for Option Prices: A Mass Transport Approach

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Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion

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Modelling Information Flows in Financial Markets

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Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions

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Models with time-dependent parameters using transform methods: application to Heston's model

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Moment Explosion in the LIBOR Market Model

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Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models

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