The Wishart short rate model
Theory of Information Pricing
Time Consistent G-Expectation and Bid-Ask Dynamic Pricing Mechanisms for Contingent Claims Under Uncertainty
Time-Changed Fast Mean-Reverting Stochastic Volatility Models
Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models
Time-Consistent Actuarial Valuations
Time-Consistent and Market-Consistent Evaluations
Topological structures in the equities market network
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Two-factor capital structure models for equity and credit