Portfolio Optimization Under a Stressed-Beta Model von Fouque, Jean-Pierre, Tashman, Adam P.

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Learning Options and Binomial Trees von Guthrie, Graeme

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Sensible Sensitivities for the SABR Model von Chibane, Messaoud, Miao, Hong, Xu, Chenghai

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Very Long-stepping in the Spot Measure of the LIBOR Market Model von Beveridge, Christopher

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Uncertain Correlation Model von Kamtchueng, Christian

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A Note on Hedging Errors in Discretely Hedged Options and Portfolios von Rojek, Yury, Wilmott, Paul

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On the Consistency of "European Proxy" of Structural Models for Credit Derivatives von Vrins, Frédéric D.

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Cracking the Climate Change Conundrum with Derivatives von Bloch, Daniel, Annan, James, Bowles, Justin

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Volatility and Variance Swaps for the COGARCH(1,1) Model von Swishchuk, Anatoliy, Couch, Matthew

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Averaged Index Ratio State-Space Model and Kalman Filtering von Polishchuk, Alexander Ya

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Complex Logarithms and the Piecewise Constant Extension of the Heston Model von Afshani, Shamim

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A Historical Perspective on Market Risks Using the DJIA Index Over One Century von Zumbach, Gilles, Finger, Christopher

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Use a Reduced Heston or Reduce the Use of Heston? von Guillaume, Florence, Schoutens, Wim

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A note on the Black-Scholes implied volatility with default risk von Ohsaki, Shuichi, Ozeki, Takaaki, Umezawa, Yuji, Yamazaki, Akira

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Swaptions in Libor Market Model with local volatility von Henrard, Marc

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Arbitrage-free implementation of implied volatility binomial trees von Bušić, Boris

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A note on calibration of Markov processes von Bloch, Daniel

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Graphical Asian options von Joshi, Mark S.

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Calibrating exotic models to vanilla models von Ekstrand, Christian

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Constructing a GDP-based index for use as a benchmark von Cohen, Ruben D.

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