Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement

Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models

Asymptotic Analysis for Optimal Investment in Finite Time with Transaction Costs

Asymptotic analysis for stochastic volatility: Edgeworth expansion

Asymptotic and Exact Pricing of Options on Variance

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 Expansion for the Normal Implied Volatility in Local Volatility Models

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

Asymptotic Power Utility-Based Pricing and Hedging

Asymptotically optimal discretization of hedging strategies with jumps

Asymptotics and Duality for the Davis and Norman Problem

Automated Liquidity Provision and the Demise of Traditional Market Making

Average optimality for risk-sensitive control with general state space