Wiener Chaos: Moments, Cumulants and Diagrams
Giovanni Peccati & Murad S. Taqqu
PDE and Martingale Methods in Option Pricing
Andrea Pascucci
Peacocks and Associated Martingales, with Explicit Constructions
Francis Hirsch, Christophe Profeta, Bernard Roynette & Marc Yor
Selected Aspects of Fractional Brownian Motion
Ivan Nourdin
Functionals of Multidimensional Diffusions with Applications to Finance
Jan Baldeaux & Eckhard Platen
Affine Diffusions and Related Processes: Simulation, Theory and Applications
Aurélien Alfonsi
Stochastic Analysis for Poisson Point Processes
Giovanni Peccati & Matthias Reitzner
Parameter Estimation in Fractional Diffusion Models
Kęstutis Kubilius, Yuliya Mishura & Kostiantyn Ralchenko
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Grigorij Kulinich, Svitlana Kushnirenko & Yuliya Mishura
Selected Topics in Malliavin Calculus
Laurent Decreusefond