Cds Calibration Under An Extended Jdcev Model | 0 | 0.34 | 2019 |
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models. | 0 | 0.34 | 2018 |
The exact Taylor formula of the implied volatility. | 0 | 0.34 | 2017 |
Dynamic credit investment in partially observed markets. | 4 | 0.57 | 2015 |
Pricing approximations and error estimates for local Lévy-type models with default | 0 | 0.34 | 2015 |
Analytical Expansions for Parabolic Equations. | 4 | 0.67 | 2015 |
Mathematical Analysis and Numerical Methods for Pricing Pension Plans Allowing Early Retirement. | 3 | 0.54 | 2013 |
Approximations for Asian options in local volatility models. | 3 | 0.59 | 2013 |
Adjoint Expansions in Local Lévy Models | 2 | 0.86 | 2013 |
Parametrix Approximation of Diffusion Transition Densities | 6 | 1.00 | 2010 |
Calibration of a path-dependent volatility model: Empirical tests | 1 | 0.62 | 2009 |
Free boundary and optimal stopping problems for American Asian options | 6 | 1.06 | 2008 |
Analysis of an uncertain volatility model | 3 | 0.73 | 2006 |
On the Cauchy Problem for a Nonlinear Kolmogorov Equation | 2 | 1.05 | 2003 |