Stochastic Models for Prices Dynamics in Energy and Commodity Markets
Fred Espen Benth & Paul Krühner
Time-Inconsistent Control Theory with Finance Applications
Tomas Björk, Mariana Khapko & Agatha Murgoci
Continuous-Time Asset Pricing Theory
Robert A. Jarrow
Mathematical Finance
Ernst Eberlein & Jan Kallsen
Financial Markets Theory
Emilio Barucci & Claudio Fontana
The Price of Fixed Income Market Volatility
Antonio Mele & Yoshiki Obayashi
Asymptotic Chaos Expansions in Finance
David Nicolay
Derivative Securities and Difference Methods
You-lan Zhu, Xiaonan Wu, I-Liang Chern & Zhi-zhong Sun
Financial Modeling
Stéphane Crépey
Contract Theory in Continuous-Time Models
Jakša Cvitanić & Jianfeng Zhang