Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Vanna-Volga methods applied to FX derivatives : from theory to market practice
Variational inequality method in stock loans
Volatility derivatives in market models with jumps
Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models
We've walked a million miles for one of these smiles
Why are quadratic normal volatility models analytically tractable?
Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models