Rational term structure models with geometric Levy martingales
Recovery Swaps
Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule
Regime Switching Stochastic Volatility with Perturbation Based Option Pricing
Renewal equations for option pricing
Risk Premia and Optimal Liquidation of Defaultable Securities
Risk Premium Impact in the Perturbative Black Scholes Model
Risk-Neutral Pricing of Financial Instruments in Emission Markets
Robust hedging of double touch barrier options
Robust mean-variance hedging in the single period model
Robust pricing and hedging of double no-touch options
Root's Barrier: Construction, Optimality and Applications to Variance Options