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Practical Applications and Testing: David Nicolay
Incomplete Markets (Utility Over Terminal Wealth): Robert Jarrow
Finite Differences: Stéphane Crépey
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
The SVV Model of Financial Market: Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko
Exotic Options with Stochastic Volatilities: Jianwei Zhu
Default Risk: Damir Filipović
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
Asymptotic Analysis of Option Pricing Functions: Archil Gulisashvili
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
Calibration Methods: Stéphane Crépey
Asymptotic Analysis of Implied Volatility: Archil Gulisashvili
Incomplete Markets (Utility Over Intermediate Consumption and Terminal Wealth): Robert Jarrow
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
Multi-Period Models: Portfolio Choice, Equilibrium and No-Arbitrage: Emilio Barucci and Claudio Fontana
Time-Inconsistent Stopping in Continuous Time: Tomas Bjork, Mariana Khapko and Agatha Murgoci
The Empirical Properties of Large Covariance Matrices: Gilles Zumbach
Complements on Continuous Path Processes: Monique Jeanblanc, Marc Yor and Marc Chesney
Simulation/Regression Pricing Schemes in Diffusive Setups: Stéphane Crépey
Solvency: Mario V. Wüthrich and Michael Merz
Signature Trading Strategies: Owen Futter and Magnus Wiese
Numerical Techniques for Option Pricing in the SVV Model: Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko
Equilibrium: Robert Jarrow
Libor Market Model with Stochastic Volatilities: Jianwei Zhu
More Formulas for Implied Volatility: Archil Gulisashvili
Volatility Dynamics in a Term Structure: David Nicolay
Multivariate ARCH Processes: Gilles Zumbach
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
Time-Inconsistent Stopping Under Distorted Probabilities: Tomas Bjork, Mariana Khapko and Agatha Murgoci
The Fundamental Theorem of Asset Pricingfor Unbounded Stochastic Processes (1998): Freddy Delbaen and Walter Schachermayer
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
Quadratic Hedging in the SVV Model: Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko
Markov Processes: Ernst Eberlein and Jan Kallsen
Further Thoughts: Gilles Zumbach
Optimal Stopping for Non-Markovian Asset Price Processes: Christian Bayer, Paul P. Hager and Sebastian Riedel