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
Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model