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- A structure for general and specific market risk
- Estimating the diffusion coefficient function for a diversified world stock index
- Arbitrage and universal pricing.
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- Understanding the implied volatility surface for options on a diversified index
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- Arbitrage Theory in Continuous Time
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- A reading guide for last passage times with financial applications in view
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- Diversified portfolios with jumps in a benchmark framework
- Real-world jump-diffusion term structure models
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