Optimal cross hedging of Insurance derivatives using quadratic BSDEs by Ndounkeu, Ludovic Tangpi

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Portfolio optimization problems : a martingale and a convex duality approach by Tchamga, Nicole Flaure Kouemo

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Cubature methods and applications to option pricing by Matchie, Lydienne

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Perturbation methods in derivatives pricing under stochastic volatility by Kateregga, Michael

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The risk parity approach to asset allocation by Galane, Lesiba Charles

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A no-arbitrage macro finance approach to the term structure of interest rates by Thafeni, Phumza

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Quantitative Risk Management and Pricing for Equity Based Insurance Guarantees by Leboho, Nakedi Wilson

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