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
The Wishart short rate model
Theory of Information Pricing
Time Consistent G-Expectation and Bid-Ask Dynamic Pricing Mechanisms for Contingent Claims Under Uncertainty
Time-Changed Fast Mean-Reverting Stochastic Volatility Models
Time-Changed Ornstein-Uhlenbeck Processes And Their Applications In Commodity Derivative Models
Time-Consistent Actuarial Valuations
Time-Consistent and Market-Consistent Evaluations
Topological structures in the equities market network
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Two-factor capital structure models for equity and credit
Understanding the volatility smile of options markets through microsimulation
Upper and lower bounds on dynamic risk indifference prices in incomplete markets
Utility Based Pricing in the Large Claim, Nearly Complete Limit
Valuation Bound of Tranche Options