Pricing of average strike Asian call option using numerical PDE methods

Pricing of barrier options by marginal functional quantization

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