The affine LIBOR models
The continuous behavior of the numeraire portfolio under small changes in information structure, probabilistic views and investment constraints
The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options
The derivatives of Asian call option prices
The explicit Laplace transform for the Wishart process
The fractional volatility model: No-arbitrage, leverage and risk measures
The fundamental theorem of asset pricing under proportional transaction costs
The Fundamental Theorem of Asset Pricing, the Hedging Problem and Maximal Claims in Financial Markets with Short Sales Prohibitions
The Impact of Credit Risk and Implied Volatility on Stock Returns
The Impact of the Prior Density on a Minimum Relative Entropy Density: A Case Study with SPX Option Data
The impact of uncertainties on the pricing of contingent claims
The Impossible Trio in CDO Modeling
The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds
The numeraire portfolio in semimartingale financial models
The price of bond and European option on bond without credit risk. Classical look and its quantum extension
The Quantum Black-Scholes Equation
The Small and Large Time Implied Volatilities in the Minimal Market Model
The small-maturity smile for exponential Levy models
The Underlying Dynamics of Credit Correlations
The Variance of Standard Option Returns