How close are the option pricing formulas of Bachelier and Black-Merton-Scholes?

Impact of the first to default time on Bilateral CVA

Implied Correlation for Pricing multi-FX options

Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives

Implied Probability Measures of Volatility

Implied volatility explosions: European calls and implied volatilities close to expiry in exponential Lévy models

Implied volatility formula of European Power Option Pricing

Improved Frechet bounds and model-free pricing of multi-asset options

Indifference price with general semimartingales

Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance

Information Asymmetry in Pricing of Credit Derivatives

Information-Based Asset Pricing

Information-based models for finance and insurance

Insurance, Reinsurance and Dividend Payment

Interest Rates After The Credit Crunch: Multiple-Curve Vanilla Derivatives and SABR

Interest-Rate Modeling with Multiple Yield Curves

Introduction into "Local Correlation Modelling"

Jump-diffusion modeling in emission markets

Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models

Large deviations for the extended Heston model: the large-time case