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Rational term structure models with geometric Levy martingales

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Recovery Swaps

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule

Economy – Quantitative Finance – Pricing of Securities
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Regime Switching Stochastic Volatility with Perturbation Based Option Pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Renewal equations for option pricing

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Risk Premia and Optimal Liquidation of Defaultable Securities

Economy – Quantitative Finance – Pricing of Securities
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Risk Premium Impact in the Perturbative Black Scholes Model

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Risk-Neutral Pricing of Financial Instruments in Emission Markets

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Scientific paper

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Robust hedging of double touch barrier options

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Robust mean-variance hedging in the single period model

Economy – Quantitative Finance – Pricing of Securities
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Robust pricing and hedging of double no-touch options

Economy – Quantitative Finance – Pricing of Securities
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Root's Barrier: Construction, Optimality and Applications to Variance Options

Economy – Quantitative Finance – Pricing of Securities
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