Parsimonious HJM Modelling for Multiple Yield-Curve Dynamics

Path Integral and Asian Options

Path integral approach to Asian options in the Black-Scholes model

Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation

Perfect and partial hedging for swing game options in discrete time

Perpetual American options within CTRW's

Perpetual American vanilla option pricing under single regime change risk. An exhaustive study

Perpetual Cancellable American Call Option

Perturbation Expansion for Option Pricing with Stochastic Volatility

Perturbative Approach on Financial Markets

Perturbed Copula: Introducing the skew effect in the co-dependence

Power Series Representations for European Option Prices under Stochastic Volatility Models

Price as a matter of choice and nonstochastic randomness

Pricing a Contingent Claim Liability with Transaction Costs Using Asymptotic Analysis for Optimal Investment

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

Pricing and hedging barrier options in a hyper-exponential additive model

Pricing and Hedging in Affine Models with Possibility of Default

Pricing and hedging of derivatives based on non-tradable underlyings

Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates

Pricing electricity derivatives within a Markov regime-switching model