Pricing electricity derivatives within a Markov regime-switching model

Pricing Equity Default Swaps under an approximation to the CGMY Lé% vy Model

Pricing European Options with a Log Student's t-Distribution: a Gosset Formula

Pricing Fixed-Income Securities in an Information-Based Framework

Pricing in an equilibrium based model for a large investor

Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs

Pricing of barrier options by marginal functional quantization

Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions

Pricing Variable Annuity Contracts with High-Water Mark Feature

Pricing Variable Annuity Guarantees in a Local Volatility framework

Probabilistic representations of the density function of the asset price and of vanilla options in linear stochastic volatility models

Probabilities of Positive Returns and Values of Call Options

Probability-free pricing of adjusted American lookbacks

Quantized Interest Rate at the Money for American Options

Rational term structure models with geometric Levy martingales

Recovery Swaps

Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule

Regime Switching Stochastic Volatility with Perturbation Based Option Pricing

Renewal equations for option pricing

Risk Premia and Optimal Liquidation of Defaultable Securities