Gaussian Process Models for Quantitative Finance
Michael Ludkovski & Jimmy Risk
Saddlepoint Approximation Methods in Financial Engineering
Yue Kuen Kwok & Wendong Zheng
Enlargement of Filtration with Finance in View
Anna Aksamit & Monique Jeanblanc
Fourier-Malliavin Volatility Estimation
Maria Elvira Mancino, Maria Cristina Recchioni & Simona Sanfelici
Contagion! Systemic Risk in Financial Networks
T. R. Hurd
Electricity Derivatives
René Aïd
Stochastic Optimization in Insurance
Pablo Azcue & Nora Muler
Optimal Investment
L. C. G. Rogers