Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments

Finitely additive probabilities and the Fundamental Theorem of Asset Pricing

Forward equations for option prices in semimartingale models

Forward Exponential Performances: Pricing and Optimal Risk Sharing

Fractional processes as models in stochastic finance

Fractional term structure models: No-arbitrage and consistency

From the decompositions of a stopping time to risk premium decompositions

Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension

Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation

GARCH options via local risk minimization

Gauge Invariance, Geometry and Arbitrage

General Theory of Geometric Lévy Models for Dynamic Asset Pricing

Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model

Good-deal bounds in a regime-switching diffusion market

Heat kernel methods in finance: the SABR model

Hedging in an equilibrium-based model for a large investor

Hedging of claims with physical delivery under convex transaction costs

Hedging of time discrete auto-regressive stochastic volatility options

Hedging under arbitrage

High-order accurate implicit methods for the pricing of barrier options