| P | Bacinello, Anna Rita | Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a... |
| | Bagchi, Arunabha | Stochastic Hyperbolic Dynamics for Infinite-dimensional Forward Rates and Option... |
| C | Bank, Peter | Optimal consumption rules in the presence of durable and perishable goods |
| | Barone-Adesi, Giovanni | Two-Factor Convertible Bonds Valuation Using the Method of Characteristics / Fin... |
| | Barrieu, Pauline | Optimal security design and diversification in financial markets with non-tradea... |
| P | Basso, Antonella | Discrete and continuous time approximations of the optimal exercise boundary of ... |
| | Baudoin, Fabrice | How can asset allocation benefit from a complex piece of information ? |
| P | Baur, Dirk | Spotting Special Spillovers |
| | Beatty, Randy | Loglinear stock valuation based on accounting information |
| P | Becherer, Dirk | Utility-Based Hedging and Valuation - a Constructive Approach via Reaction-Diffu... |
| | Bellini, Fabio | Detecting and modeling tail dependence |
| C | Berardi, Andrea | Predicting Default Probabilities and Implementing Trading Strategies for Emergin... |
| | Berestycki, Henri | Implied Volatility Smiles |
| P | Bergaoui, Nejla | The Tunisian stock market responses to macroeconomic announcements |
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| C | Bermudez, Ana | Two-Factor Convertible Bonds Valuation Using the Method of Characteristics / Fin... |
| C | Berridge, Steffan | Pricing and Hedging High-Dimensional American Options --- an Irregular Grid Appr... |
| P | Biagini, Francesca | Minimal variance hedging for fractional Brownian motion |
| | Bielecki, Tomasz | Risk sensitive portfolio optimization with transaction costs |
| | Bielecki, Tomasz | Dependent Defaults and Credit Migrations |
| | Björk, Thomas | Monte Carlo Euler approximation of HJM term structure financial models |
| C | Björk, Tomas | Finite Dimensional Markovian Realizations for Stochastic Volatility Forward Rate... |
| C | Bliss, Robert | Option-Implied Risk Aversion Estimates: Robustness and Patterns |
| P | Boguslavskaya, Elena | On optimization of dividend flow for a company with positive liquidation value |
| | Bossaerts, Peter | Prices and Portfolio Choices in Financial Markets: Theory and Experimental Evide... |
| C | Bouchard, Bruno | Stochastic targets with mixed diffusion processes |
| | Bouchard, Bruno | On the Malliavin approach to the computation of conditional expectations |
| C | Bouyé, Eric | Multivariate Extremes at Work for Portfolio Risk Measurement |
| C | Brigo, Damiano | LIBOR-dynamics calibration to market volatilites and swap-rate distributional di... |
| | Brigo, Damiano | An Alternative Correlated Dynamics for Multivariate Option Pricing |
| | Brigo, Damiano | On the distributional distance between the LIBOR and the swap market models. |
| | Brigo, Damiano | Pricing the smile in a forward LIBOR market model |
| | Bris, Arturo | Corporate Financial Policies and Performance Around Currency Crises |
| P | Brockhaus, Oliver | Implied Monte Carlo |
| | Brown, David P. | The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory |
| C | Buraschi, Andrea | Option Models and Trading Information |
| C | Burnetas, Apostolos | Option Contracts in Supply Chains |
| C | Busca, Jérôme | Implied Volatility Smiles |
| C | Kabanov, Yuri | To a theory of financial markets with friction |
| | Kabanov, Yuri | Exponential Utility Maximization |
| C | Kagraoka, Yusho | The OAS Approach and the Martingale Measure for Mortgage Prepayment |
| | Kaise, Hidehiro | On the dynamical programming equation of risk sensitive control problem associat... |
| P | Kalev, Petko | Estimating and interpreting zero coupon and forward rates: Australia, 1992 - 200... |
| C | Kalkbrener, Michael | Risk management of non-maturing liabilities |
| C | Kallsen, Jan | Optimal portfolios for logarithmic utility |
| C | Kalotay, Andrew | Coupled Lattice Efficiency Analysis of Mortgage-backed Securities |
| * | Kaminski, Vince | The Future of Energy Markets |
| C | Kaniel, Ron | Mutual Fund Portfolio Choice in the Presence of Dynamic Flows |
| | Kaniel, Ron | Tax Management Strategies with Multiple Risky Assets |
| * | Karatzas, Ioannis | Probabilistic Aspects of Portfolio Analysis and Optimization |
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| | Karlsen, Kenneth Hvistendahl | A Markov chain approximation scheme for an investment-consumption problem with i... |
| P | Kazmerchuk, Yuriy | Black-Scholes formula for security markets with delayed response |
| C | Kenyon, Chris | Forward Price Dynamics and Option Designs for Network Commodities |
| P | Kerkhof, Jeroen | Model Risk and Regulatory Capital |
| | Kerkhof, Jeroen | Observational Equivalence of Discrete String Models and Market Models |
| C | Kirch, Michael | Efficient hedging in incomplete markets under model uncertainty |
| C | Klein, Irene | A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can nev... |
| C | Kluppelberg, Claudia | Optimal portfolios with bounded Capital-at-Risk |
| | Koehl, Pierre-François | Optimal strategies for a stable class of utility functions in a multi-factor fra... |
| | Koehl, Pierre-François | Optimal Design of the Guarantee for Defined Contribution Funds |
| | Kogan, Leonid | A Simple Theory of Asset Pricing Under Model Uncertainty |
| P | Konstantinides, Dimitrios | Two-sided Estimates for Ruin Probability under Constant Interest Force: by Reduc... |
| | Koo, Hyeng Keun | A Wealth-Dependent Investment Opportunity Set: Its Effect on Optimal Portfolio D... |
| | Koskinen, Yrjo | Corporate Financial Policies and Performance Around Currency Crises |
| C | Kou, Samuel | Modeling Growth Stocks via Size Distribution |
| | Kou, Steve | Modeling Growth Stocks via Size Distribution |
| P | Kreinin, Alexander | Default Boundary Problem |
| | Ku, Hyejin | Market equilibrium with coherent measures of risk |
| P | Kunz, Andreas | Extremes of Multivariate Stationary Diffusions in Finance: A Data Analysis |
| P | Kühn, Christoph | Game Contingent Claims in Incomplete Markets |
| P | Saavedra, Patricia | Valuation and Optimal Exercise Time for the Banxico Put Option. |
| C | Sagi, Jacob | Firm-Level Momentum: Theory and Evidence |
| | Salkin, Gerald | Efficient HJM Approximations of LIBOR Market Models |
| | Salopek, Donna Mary | Weighted local time for fractional Brownian motion and applications to finance |
| | Sanegre, Rafael | Capital Growth with Security |
| | Santos, Joăo | Optimal Supervision and Depositor Preference Laws |
| | Saunders, David | Asset and Liability Management for Insurance Policies with Guarantees |
| C | Scaillet, Olivier | Nonparametric tests for positive quadrant dependence |
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| * | Schachermayer, Walter | The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in... |
| | Schachermayer, Walter | Affine Processes and Applications in Finance |
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| C | Schloegl, Erik | Arbitrage-Free Interpolation in Models of Market Observable Interest Rates |
| P | Schmidt, Thorsten | Credit Risk in a Random Field Context |
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| C | Schroder, Mark | Optimal Lifetime Consumption-Portfolio Strategies in Incomplete Markets under Ho... |
| C | Schroeder, Michael | The Laplace transform approach to valuing exotic options: the case of the Asian ... |
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| | Schweizer, Martin | Endogenous interest rate dynamics in asset markets |
| C | Schönbucher, Philipp | Copula-Dependent Default Risk in Intensity Models |
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| P | Sekine, Jun | Dynamic minimization of worst conditional expectation of shortfall under partial... |
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| * | Singleton, Kenneth | The Market Prices of Risks in Fixed Income Markets |
| C | Sircar, Ronnie | Bounds and Asymptotic Approximations for Utility Prices when Volatility is Rando... |
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| C | Skiadopoulos, George | A New Approach to Modeling The Dynamics of Implied Distributions: Evidence and T... |
| C | Skiadopoulos, George | The Dynamics of Implied Distributions |
| | Skiadopoulos, George | Simulating the Evolution of the Implied Distribution |
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| C | Skouras, Spyros | Decisionmetrics: A decision based approach to econometric modelling |
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| C | Stettner, Lukasz | Risk Sensitive Portfolio Optimization with Completely and Partially Observed Fac... |
| C | Stricker, Christophe | Exponential Utility Maximization |
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| C | Stummer, Wolfgang | Decision Risk Reductions for Stock Indices |
| P | Subramanian, Ajay | Option Pricing on Stock Mergers or Acquisitions |
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| | Swishchuk, Anatoly | Black-Scholes formula for security markets with delayed response |
| C | Szatzschneider, Wojciech | Environment and Finance |
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