Calibration of Chaotic Models for Interest Rates
Calibration of One- and Two-Factor Models For Valuation of Energy Multi-Asset Derivative Contracts
CDO term structure modelling with Levy processes and the relation to market models
Classification of barrier options
Clean Valuation Framework for the USD Silo
Climbing Down from the Top: Single Name Dynamics in Credit Top Down Models
Closed form asymptotics for local volatility models
Collateralized CDS and Default Dependence
Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades
Conditional Density Models for Asset Pricing
Conservative delta hedging under transaction costs
Consistent Long-Term Yield Curve Prediction
Consistent Modeling of VIX and Equity Derivatives Using a 3/2 plus Jumps Model
Consistent price systems and face-lifting pricing under transaction costs
Consistent Valuation of Bespoke CDO Tranches
Constant Maturity Credit Default Swap Pricing with Market Models
Continuous time Ehrenfest process in term structure modelling
Continuously monitored barrier options under Markov processes
Controlled options: derivatives with added flexibility
Convergence of Heston to SVI