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3. Modified Pricing Model for Negotiation of Mortgage Valuation Between Estate Surveyors and Valuers and Their Clients. (2019). Ogunkoya, O ; Okagbue, H I ; Emetere, M E ; Iroham, C O ; Akinwale, O M ; Peter, N J ; Durodola, O D.
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1. Option Pricing for the Variance Gamma Model: A New Perspective. (2023). Wang, Haixu ; Cheng, Zailei.
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2. Dynamic programming for valuing American options under a variance‐gamma process. (2020). Remillard, Bruno ; Cherif, Rim ; ben Ameur, Hatem ; BenAmeur, Hatem .
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3. Adjusted Expected Shortfall. (2020). Munari, Cosimo ; Burzoni, Matteo ; Wang, Ruodu.
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4. Minkowski gauges and deviation measures. (2020). Righi, Marcelo ; Moresco, Marlon ; Horta, Eduardo.
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5. A fast method for pricing American options under the variance gamma model. (2019). Hirsa, Ali ; Fu, Weilong.
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6. OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP. (2018). Ivanov, Roman V.
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7. A Credit-Risk Valuation under the Variance-Gamma Asset Return. (2018). Ivanov, Roman V.
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8. Convertible bond pricing with partial integro-differential equation model. (2018). Yang, Xiaofeng ; Fan, Wenjing ; Xu, Mengna ; Yu, Jinping.
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9. On risk measuring in the variance-gamma model. (2018). Roman, Ivanov .
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10. Multinomial method for option pricing under Variance Gamma. (2018). Cantarutti, Nicola ; Guerra, Joao .
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11. A note on the Estimation of a Gamma-Variance Process: Learning from a Failure. (2017). Cervellera, Gian P ; Tucci, Marco P.
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12. Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency. (2017). Dhaene, Jan ; Chen, Ze ; Barigou, Karim ; Linders, Daniel ; Stassen, Ben .
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13. On exact pricing of FX options in multivariate time-changed Lévy models. (2016). Ivanov, Roman V.
    In: Review of Derivatives Research.
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14. Convex duality in optimal investment and contingent claim valuation in illiquid markets. (2016). Pennanen, Teemu ; Perkkio, Ari-Pekka.
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15. The pricing of contingent claims and optimal positions in asymptotically complete markets. (2016). Anthropelos, Michail ; Spiliopoulos, Konstantinos ; Robertson, Scott.
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16. Conditional Analysis and a Principal-Agent problem. (2016). Horst, Ulrich ; Backhoff, Julio .
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17. The Effect of Market Power on Risk-Sharing. (2016). .
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18. Asset pricing theory for two price economies. (2015). Madan, Dilip.
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19. Construction and sampling of Archimedean and nested Archimedean Lévy copulas. (2015). Hofert, Marius ; Grothe, Oliver .
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20. A note on the estimation of a Gamma-Variance process: Learning from a failure. (2014). Cervellera, Gian P. ; Tucci, Marco P..
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21. Time-Consistent and Market-Consistent Evaluations (Revised version of 2012-086). (2014). Stadje, Mitja ; Pelsser, Antoon.
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22. Optimal investment and contingent claim valuation in illiquid markets. (2014). Pennanen, Teemu.
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23. Comonotone Pareto optimal allocations for law invariant robust utilities on L 1. (2014). Svindland, Gregor ; Ravanelli, Claudia.
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24. Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme. (2014). Hubbert, Simon ; Chan, Ron .
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25. Efficient price dynamics in a limit order market: an utility indifference approach. (2014). Fukasawa, Masaaki.
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26. Measuring risk with multiple eligible assets. (2014). Munari, Cosimo-Andrea ; Farkas, Walter ; Koch-Medina, Pablo.
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27. Membership conditions for consistent families of monetary valuations. (2013). Schumacher, Johannes ; Roorda, B..
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28. Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints. (2013). Loubergé, Henri ; Louberge, Henri ; Barrieu, Pauline .
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29. Forward Exponential Performances: Pricing and Optimal Risk Sharing. (2013). Anthropelos, Michail.
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30. Time-Consistent and Market-Consistent Evaluations. (2013). Stadje, Mitja ; Pelsser, Antoon.
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31. Comonotonic measures of multivariate risks. (2012). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar.
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32. Comonotonic measures of multivariate risks. (2012). Galichon, Alfred ; Ekeland, Ivar.
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33. Comonotonic measures of multivariate risks. (2012). Henry, Marc ; Galichon, Alfred ; Ekeland, Ivar.
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34. Haezendonck–Goovaerts risk measures and Orlicz quantiles. (2012). RosazzaGianin, Emanuela ; Bellini, Fabio.
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35. Comonotonic Measures of Multivariate Risks. (2012). Galichon, Alfred ; Henry, Marc ; Ekeland, Ivar.
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36. A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification. (2012). La Torre, Davide ; Maggis, Marco.
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37. The strictest common relaxation of a family of risk measures. (2011). Schumacher, Johannes ; Roorda, B..
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38. Entropy Coherent and Entropy Convex Measures of Risk. (2011). Stadje, Mitja ; Laeven, Roger ; Laeven, R. J. A., .
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39. The strictest common relaxation of a family of risk measures. (2011). Schumacher, Johannes ; Roorda, Berend .
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40. On the foundations of Lévy finance. Equilibrium for a single-agent financial market with jumps. (2011). Herzberg, Frederik.
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41. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). le Van, Cuong ; Dana, Rose-Anne .
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42. A general theory of finite state Backward Stochastic Difference Equations. (2010). Elliott, Robert J. ; Cohen, Samuel N..
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43. Overlapping risk adjusted sets of priors and the existence of efficient allocations and equilibria with short-selling. (2010). LE VAN, CUONG ; Dana, R. A..
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44. On optimal allocation of risk vectors. (2010). Ruschendorf, Ludger ; Kiesel, Swen .
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45. Optimal risk transfer for agents with germs. (2010). Shanthikumar, Jevaveerasingam ; Li, Peng ; Lim, Andrew E. B., .
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46. The VaR at Risk. (2010). Galichon, Alfred.
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47. Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. (2009). Bayraktar, Erhan ; Xing, Hao.
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48. On convex risk measures on L p -spaces. (2009). Kaina, M. ; Ruschendorf, L..
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49. Numerical methods for Lévy processes. (2009). Reich, N. ; Hilber, N. ; Winter, C. ; Schwab, C..
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50. Short note on inf-convolution preserving the Fatou property. (2009). .
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51. No-arbitrage, overlapping sets of priors and the existence of efficient allocations and equilibria in the presence of risk and ambiguity. (2009). le Van, Cuong ; Dana, Rose-Anne .
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52. Optimal risk sharing with different reference probabilities. (2009). Acciaio, Beatrice ; Svindland, Gregor.
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53. Optimal static-dynamic hedges for exotic options under convex risk measures. (2009). Ilhan, Ayta ; Sircar, Ronnie ; Jonsson, Mattias .
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54. Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk. (2009). Bion-Nadal, Jocelyne .
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55. Optimal risk sharing with different reference probabilities. (2009). Acciaio, Beatrice ; Svindland, Gregor.
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56. To split or not to split: Capital allocation with convex risk measures. (2009). Tsanakas, Andreas.
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57. Pricing Early-Exercise and Discrete Barrier Options by Fourier-Cosine Series Expansions. (2008). Oosterlee, Cornelis ; Fang, Fang.
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58. On Haezendonck risk measures. (2008). RosazzaGianin, Emanuela ; Bellini, Fabio.
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60. Optimal risk sharing with non-monotone monetary functionals. (2007). Acciaio, Beatrice.
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61. A fast and accurate FFT-based method for pricing early-exercise options under Lévy processes. (2007). Oosterlee, Cornelis ; Lord, Roger ; Fang, Fang ; Bervoets, Frank.
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62. Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures. (2007). le Van, Cuong ; Dana, Rose-Anne .
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63. Computing strategies for achieving acceptability: A Monte Carlo approach. (2007). Pal, Soumik .
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64. Optimal derivatives design for mean–variance agents under adverse selection. (2007). Carlier, Guillaume ; Touzi, Nizar ; Ekeland, Ivar.
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65. Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk. (2007). Bion-Nadal, Jocelyne .
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66. Risk measure pricing and hedging in incomplete markets. (2006). Xu, Mingxin.
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67. Capital Requirement for Achieving Acceptability. (2006). Pal, Soumik .
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68. Dynamic exponential utility indifference valuation. (2005). Schweizer, Martin ; Mania, Michael .
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69. Some remarks on first passage of Levy processes, the American put and pasting principles. (2005). Kyprianou, A. E. ; Alili, L..
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70. Too much cocited documents. This list is not complete

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