Least Squares Importance Sampling for Libor Market Models

Libor model with expiry-wise stochastic volatility and displacement

Local time and the pricing of time-dependent barrier options

Local Volatility Pricing Models for Long-dated FX Derivatives

Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions

Market completion using options

Market Implied Probability Distributions and Bayesian Skew Estimation

Market models for CDOs driven by time-inhomogeneous Lévy processes

Market Price of Risk and Random Field Driven Models of Term Structure: A Space-Time Change of Measure Look

Market viability via absence of arbitrage of the first kind

Market-consistent valuation of insurance liabilities by cost of capital

Max-Plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance

Maximum Entropy Distributions Inferred from Option Portfolios on an Asset

Mean-Variance Hedging for Pricing European Options Under Assumption of Non-continuous Trading

Measuring expectations in options markets: An application to the SP500 index

Mirror-time diffusion discount model of options pricing

Model independent hedging strategies for variance swaps

Model-independent Bounds for Option Prices: A Mass Transport Approach

Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion

Modelling Information Flows in Financial Markets