Valuation Bound of Tranche Options
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Vanna-Volga methods applied to FX derivatives : from theory to market practice
Variational inequality method in stock loans
Volatility derivatives in market models with jumps
Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models