The Mathematics of Financial Derivatives
Application of Multi-agent Games to the Prediction of Financial Time-series
Distinguished Limits of Lévy-Stable Processes, and Applications to Option Pricing
Practical Applied Mathematics
Option Pricing
Trading Volume and Stochastic Volatility
Trading Volume in Models of Financial Derivatives
A Note on the Pricing and Hedging of Volatility Derivatives
Matched Asymptotic Expansions in Financial Engineering
Monte Carlo Valuation of American Options
On the Pricing and Hedging of Volatility Derivatives
Practical Applied Mathematics
A Risk-neutral Parametric Liquidity Model for Derivatives
Games with Exhaustible Resources
Bermudan Options
Barrier Options
Stochastic Behaviour of the Electricity Bid Stack
OFTER
实用数学