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

Exact retrospective Monte Carlo computation of arithmetic average Asian options

Exact Simulation of Bessel Diffusions

Exact Simulation of the 3/2 Model

Exchangeability type properties of asset prices

Executing large orders in a microscopic market model

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

Existence & Regularity of Weak Solutions of Degenerate Parabolic PDE Models for the Pricing of Security Derivatives

Existence of Shadow Prices in Finite Probability Spaces

Existence, uniqueness and efficiency of equilibrium in hedonic markets with multidimenstional types

Exotic derivatives under stochastic volatility models with jumps

Explicit Computations for a Filtering Problem with Point Process Observations with Applications to Credit Risk

Explicit equilibria in a kinetic model of gambling

Exponential Spectral Risk Measures

Exponential utility with non-negative consumption

Exponential wealth distribution in a random market. A rigorous explanation

Exponential wealth distribution in different discrete economic models

Extra-Dimensional Approach to Option Pricing and Stochastic Volatility