Delta Hedging in Financial Engineering: Towards a Model-Free Approach

Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA

Discrete Time vs Continuous Time Stock-price Dynamics and implications for Option Pricing

Discrete-Time Interest Rate Modelling

Do your volatility smiles take care of extreme events?

Don't stay local - extrapolation analytics for Dupire's local volatility

Early exercise boundary for American type of floating strike Asian option and its numerical approximation

Efficient swaptions price in Hull-White one factor model

Erratum for: Smile dynamics -- a theory of the implied leverage effect

Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model

Exact Pricing Asymptotics for Investment-Grade Tranches of Synthetic CDO's. Part II: A Large Heterogeneous Pool

Exact Pricing Asymptotics of Investment-Grade Tranches of Synthetic CDO's Part I: A Large Homogeneous Pool

Exchangeability type properties of asset prices

Exercise Boundary of the American Put Near Maturity in an Exponential Lévy Model

Exotic derivatives under stochastic volatility models with jumps

Extra-Dimensional Approach to Option Pricing and Stochastic Volatility

Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints

Financial markets with volatility uncertainty

Financial rogue waves

Financial Rogue Waves Appearing in the Coupled Nonlinear Volatility and Option Pricing Model