Factorization properties of universal algebras by Wiggins, Harry

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Static hedging of barrier options : a review of four methods by Bosman, Petrus

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Estimating dynamic affine term structure models by Pitsillis, Zachry Steven

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The power function by Ouwehand, Peter

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Accelerated Adjoint Algorithmic Differentiation with Applications in Finance by De Beer, Jarred

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The power function by Ouwehand, Peter

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Fourier pricing of two-asset options: a comparison of methods by Roberts, Jessica Ellen

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Model Misspecification and the Hedging of Exotic Options by Balshaw, Lloyd Stanley

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Term structure models with unspanned factors and unspanned stochastic volatility by Backwell, Alexander

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Kalman Filtering and the Estimation of Multi-factor Affine Term Structure Models by Tokwe,Thabo

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Sequential Calibration of Asset Pricing Models to Option Prices by Oagile, Joel

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KVA in Black Scholes Pricing by Pavlou, Petro

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Low-rank completion and recovery of correlation matrices by Ramlall, Chetan K

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Estimation of Shadow-Rate Term Structure Models Near the Zero-Lower Bound by Esmail, Shabbirhussein

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Characteristic function pricing with the Heston-LIBOR hybrid model by Sterley, Christopher

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Pricing discretely monitored barrier options under exponential-Levy processes by Camroodien, Ayesha

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Pricing multi-asset options in exponential levy models by Endekovski, Jessica

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Pricing American/Bermudan-style Options under Stochastic Volatility by Jankelow, Adam

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Hedging volatility: different perspectives compared by Ogg, Richard

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Volatility level dependence and the CEV market model by Yeung, Alan

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