Applying hedging strategies to estimate model risk and provision calculation

Appraisal of a contour integral method for the Black-Scholes and Heston equations

Approximate formulae for pricing zero-coupon bonds and their asymptotic analysis

Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE

Approximations and asymptotics of upper hedging prices in multinomial models

Arbitrage and deflators in illiquid markets

Arbitrage and Hedging in a non probabilistic framework

Arbitrage Bounds for Prices of Options on Realized Variance

Arbitrage free cointegrated models in gas and oil future markets

Arbitrage hedging strategy and one more explanation of the volatility smile

Arbitrage Opportunities in Misspecified Stochastic volatility Models

Arbitrage strategy

Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis

Arbitrage-free Self-organizing Markets with GARCH Properties: Generating them in the Lab with a Lattice Model

Arbitrage-free SVI volatility surfaces

ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns

Archimedean Survival Processes

Are all highly liquid securities within the same class?

Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects

Are volatility estimators robust with respect to modeling assumptions?