Price as a matter of choice and nonstochastic randomness

Price dynamics in a Markovian limit order market

Price dynamics in financial markets: a kinetic approach

Price Impact

Price impact asymmetry of institutional trading in Chinese stock market

Price Jump Prediction in Limit Order Book

Pricing a Contingent Claim Liability with Transaction Costs Using Asymptotic Analysis for Optimal Investment

Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

Pricing and hedging barrier options in a hyper-exponential additive model

Pricing and Hedging in Affine Models with Possibility of Default

Pricing and hedging of derivatives based on non-tradable underlyings

Pricing and Semimartingale Representations of Vulnerable Contingent Claims in Regime-Switching Markets

Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates

Pricing Derivatives on Multiscale Diffusions: an Eigenfunction Expansion Approach

Pricing electricity derivatives within a Markov regime-switching model

Pricing Equity Default Swaps under an approximation to the CGMY Lé% vy Model

Pricing European Options with a Log Student's t-Distribution: a Gosset Formula

Pricing Fixed-Income Securities in an Information-Based Framework

Pricing in an equilibrium based model for a large investor

Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs