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Exotic Options: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Signature Maximum Mean Discrepancy Two-Sample Statistical Tests: Andrew Alden, Blanka Horvath and Zacharia Issa
Monte Carlo Methods: Stéphane Crépey
Incomplete Markets: Robert Jarrow
Existence and Properties of Pseudo-Inverses for Bessel and Related Processes: Christophe Profeta, Bernard Roynette and Marc Yor
Time-Reversal Asymmetry: Gilles Zumbach
Martingales and Stochastic Integrals: Eckhard Platen and David Heath
Special Cases and Extensions: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Asymptotic Analysis of Stock Price Distributions: Archil Gulisashvili
Utility Functions: Robert Jarrow
Valuation Portfolio: Mario V. Wüthrich and Michael Merz
Estimating the distribution of the market invariants: Attilio Meucci
Credit Derivatives: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Stochastic Integration: Ernst Eberlein and Jan Kallsen
Non-exponential Discounting: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Lévy Jumps: Jianwei Zhu
Structures: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Multidimensional Diffusion Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Mean-Variance Control: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Characterizing Heteroscedasticity: Gilles Zumbach
Stochastic Maximum Principle: Jakša Cvitanić and Jianfeng Zhang
Consumption–Investment Problems: Yuri Kabanov and Mher Safarian
Counterparty Risk Aggregation and Risk Mitigation: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Complete Markets (Utility Over Terminal Wealth): Robert Jarrow
The Inconsistent Linear Quadratic Regulator: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Pricing of Commodity and Energy Options: Fred Espen Benth and Paul Krühner
The Innovation Distributions: Gilles Zumbach
Multidimensional Lévy Models: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Signature and the Functional Taylor Expansion: Bruno Dupire and Valentin Tissot-Daguette
Market Models: Damir Filipović
A Time-Inconsistent Equilibrium Model: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Tree Methods: Stéphane Crépey
Combining Market and Credit Risk: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
Regularly Varying Functions and Pareto-Type Distributions: Archil Gulisashvili
Factor Asset Pricing Models: CAPM and APT: Emilio Barucci and Claudio Fontana
Integrating Various Stochastic Factors: Jianwei Zhu
Existence of Pseudo-Inverses for Diffusions: Christophe Profeta, Bernard Roynette and Marc Yor
The Itô Formula: Eckhard Platen and David Heath
Protected Valuation Portfolio: Mario V. Wüthrich and Michael Merz
Leverage Effect: Gilles Zumbach
A Simple Counter-Example to Several Problems in the Theory of Asset Pricing (1998): Freddy Delbaen and Walter Schachermayer
Credit: Antonio Mele and Yoshiki Obayashi
Practical Applications and Testing: David Nicolay
Processes and Market Risk Evaluation: Gilles Zumbach
Complements on Brownian Motion: Monique Jeanblanc, Marc Yor and Marc Chesney
Finite Differences: Stéphane Crépey
Incomplete Markets (Utility Over Terminal Wealth): Robert Jarrow
Pricing Counterparty Credit Risk: Giovanni Cesari, John Aquilina, Niels Charpillon, Zlatko Filipović, Gordon Lee and Ion Manda
The No-Arbitrage Property under a Change of Numéraire (1995): Freddy Delbaen and Walter Schachermayer
Optimal Stopping in Discrete Time: Tomas Bjork, Mariana Khapko and Agatha Murgoci