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Exotic Options with Stochastic Volatilities: Jianwei Zhu
Default Risk: Damir Filipović
Asymptotic Analysis of Option Pricing Functions: Archil Gulisashvili
Optimal Stopping in Continuous Time: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Signature-Based Models in Finance: Christa Cuchiero, Guido Gazzani, Janka Möller and Sara Svaluto-Ferro
Stochastic Volatility Models with Jumps: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Forward-Backward SDEs: Jakša Cvitanić and Jianfeng Zhang
The Existence of Absolutely Continuous Local Martingale Measures (1995): Freddy Delbaen and Walter Schachermayer
Option Pricing: Gilles Zumbach
Stochastic Differential Equations: Eckhard Platen and David Heath
Evaluating allocations: Attilio Meucci
Time-Inconsistent Stopping in Discrete Time: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Incomplete Markets (Utility Over Intermediate Consumption and Terminal Wealth): Robert Jarrow
Calibration Methods: Stéphane Crépey
Asymptotic Analysis of Implied Volatility: Archil Gulisashvili
Multidimensional Feller Processes: Norbert Hilber, Oleg Reichmann, Christoph Schwab and Christoph Winter
Appendix: Yuri Kabanov and Mher Safarian
Semimartingale Characteristics: Ernst Eberlein and Jan Kallsen
The Banach Space of Workable Contingent Claims in Arbitrage Theory (1997): Freddy Delbaen and Walter Schachermayer
Time-Inconsistent Stopping in Continuous Time: Tomas Bjork, Mariana Khapko and Agatha Murgoci
Multi-Period Models: Portfolio Choice, Equilibrium and No-Arbitrage: Emilio Barucci and Claudio Fontana
The Empirical Properties of Large Covariance Matrices: Gilles Zumbach
Complements on Continuous Path Processes: Monique Jeanblanc, Marc Yor and Marc Chesney
Solvency: Mario V. Wüthrich and Michael Merz
Simulation/Regression Pricing Schemes in Diffusive Setups: Stéphane Crépey
Signature Trading Strategies: Owen Futter and Magnus Wiese
Equilibrium: Robert Jarrow
More Formulas for Implied Volatility: Archil Gulisashvili
Volatility Dynamics in a Term Structure: David Nicolay
Multivariate ARCH Processes: Gilles Zumbach
Libor Market Model with Stochastic Volatilities: Jianwei Zhu
Interest Rate Derivative Securities: You-lan Zhu, Xiaonan Wu, I-Liang Chern and Zhi-zhong Sun
Introduction to Option Pricing: Eckhard Platen and David Heath
The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998): Freddy Delbaen and Walter Schachermayer
Time-Inconsistent Stopping Under Distorted Probabilities: Tomas Bjork, Mariana Khapko and Agatha Murgoci
A Representative Trader Economy: Robert Jarrow
Simulation/Regression Pricing Schemes in Pure Jump Setups: Stéphane Crépey
The Processes Compatible with the Stylized Facts: Gilles Zumbach
Optimal Stopping for Non-Markovian Asset Price Processes: Christian Bayer, Paul P. Hager and Sebastian Riedel
Further Thoughts: Gilles Zumbach
Markov Processes: Ernst Eberlein and Jan Kallsen
Optimizing allocations: Attilio Meucci
Implied Volatility in Models Without Moment Explosions: Archil Gulisashvili
Characterizing the Equilibrium: Robert Jarrow
Various Approaches to Asset Pricing: Eckhard Platen and David Heath
A Compactness Principle for Bounded Sequences of Martingales with Applications (1999): Freddy Delbaen and Walter Schachermayer
Backward Stochastic Differential Equations: Stéphane Crépey
Implied Dynamics in the SV-HJM Framework: David Nicolay
Market Informational Efficiency: Robert Jarrow
Adapted Topologies and Higher-Rank Signatures: Chong Liu and Gudmund Pammer