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1. Levy processes in finance
distinguished by their coarse and fine path properties
2. Simulation methods with Levy processes
3. Risks in returns : a pure jump perspective
4. Model risk for exotic and moment derivatives
5. Symmetries and pricing of exotic options in Levy models
6. Static hedging of Asian options under stochastic volatility
models using fast Fourier transform 7.
Impact of market crises on real options
8. Moment derivatives and Levy-type market completion
9. Pricing perpetual American options driven by spectrally one-sided
Levy processes 10. On Asian options of
American type 11. Why be backward? :
forward equations for American options
12. Numerical valuation of American options under the CGMY process
13. Convertible bonds : financial derivatives of game type
14. The spread option optimal stopping game |
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