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1. Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the...


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2. PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS


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3. Markov Functional Modeling of Equity, Commodity and other Assets

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4. A recursive formula for the Kurtosis of an approximation to the distribution of share prices

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5. Navigation of Autonomous Robots Using Genetic Algorithms

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6. The Foresight Bias in Monte-Carlo Pricing of Options with Early Exercise: Classification, Calculation & Removal

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7. Abstract Localized Proxy Simulation Schemes for Generic and Robust Monte-Carlo Greeks

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8. A recursive formula for the Kurtosis of an approximation to the distribution of share prices

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9. The Distribution of Share Prices and Elastic Time and Volume Weighted Moving Averages

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10. Foresight Bias and Suboptimality Correction in Monte-Carlo Pricing of Options with Early Exercise: Classification, Calculation & Removal

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