On the Dybvig-Ingersoll-Ross Theorem
On the fractional Black-Scholes market with transaction costs
On the Hedging of Options On Exploding Exchange Rates
On the Penalisation Error for American Options in a Jump Model
On the semimartingale property of discounted asset-price processes
On the Stickiness Property
On the valuation of compositions in Lévy term structure models
One-Dimensional Pricing of CPPI
Optimal cross hedging for insurance derivatives
Optimal intertemporal risk allocation applied to insurance pricing
Optimal investment and consumption in a Black--Scholes market with Lévy-driven stochastic coefficients
Optimal partial hedging in a discrete-time market as a knapsack problem
Optimal quantization for the pricing of swing options
Optimal Redeeming Strategy of Stock Loans
Optimal Time to Sell a Stock in Black-Scholes Model: Comment on "Thou shall buy and hold", by A. Shiryaev, Z. Xu and X.Y. Zhou
Optimal Timing to Purchase Options
Option calibration of exponential Lévy models: Implementation and empirical results
Option Pricing in Multivariate Stochastic Volatility Models of OU Type
Option Pricing Model Based on a Markov-modulated Diffusion with Jumps
Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model