Pricing options in illiquid markets: optimal systems, symmetry reductions and exact solutions
Pricing stocks with yardsticks and sentiments
Pricing Variable Annuity Contracts with High-Water Mark Feature
Pricing Variable Annuity Guarantees in a Local Volatility framework
Pricing, liquidity and the control of dynamic systems in finance and economics
Principal Regression Analysis and the index leverage effect
Privacy-Preserving Methods for Sharing Financial Risk Exposures
Probabilistic representations of the density function of the asset price and of vanilla options in linear stochastic volatility models
Probabilities of Positive Returns and Values of Call Options
Probability distribution of returns in the exponential Ornstein-Uhlenbeck model
Probability of Large Movements in Financial Markets
Probability-free pricing of adjusted American lookbacks
Productivity Dispersion: Facts, Theory, and Implications
PROFILE: SANFORD J GROSSMAN: Informational imperfections in theory and practice
Projective Market Model Approach to AHP Decision-Making
Proportionate vs disproportionate distribution of wealth of two individuals in a tempered Paretian ensemble
Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control
Pruning a Minimum Spanning Tree
Pseudo Hermitian formulation of Black-Scholes equation
Pseudorandom Financial Derivatives