Asymptotic behavior of prices of path dependent options

Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

Asymptotic equivalence in Lee's moment formulas for the implied volatility and Piterbarg's conjecture

Asymptotic Expansions of the Lognormal Implied Volatility : A Model Free Approach

Asymptotic formulae for implied volatility in the Heston model

Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes

Asymptotic Implied Volatility at the Second Order with Application to the SABR Model

Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets

Bilateral counterparty risk valuation for interest-rate products: impact of volatilities and correlations

Binomial Approximations for Barrier Options of Israeli Style

Black-Scholes model under subordination

Bounds on Stock Price probability distributions in Local-Stochastic Volatility models

Bridge Copula Model for Option Pricing

BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences

BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives

Calibration of Chaotic Models for Interest Rates

Calibration of One- and Two-Factor Models For Valuation of Energy Multi-Asset Derivative Contracts

CDO term structure modelling with Levy processes and the relation to market models

Classification of barrier options

Clean Valuation Framework for the USD Silo