A pricing methodology for exotic swaps for multivariate derivatives

Testing option pricing with the Edgeworth expansion

Particle production in the early universe and its application to problems of astrophysics...

The SABR model applied to the Brazilian exchange options market

Discrete pricing model of interest rate derivatives with jumps due to the decisions...

Stress testing system for portfolio analysis with principal component analysis a...

The relationship between the bond market and credit default swaps and the pricing...

Analysis of Vasicek and Black-Derman-Toy models for dynamic hedging pricing of interest...

Probability distribution of returns based on Heston's model