Abstracts

Sebastian Ferrando Non-Probabilistic Hedging and Pricing. Applications to Probabilistic Models.
Antoine Jacquier Implied volatility asymptotics of affine stochastic volatility models with jumps
Alex Levin Quasi-Elliptical Extended Heston Model for Pricing of Basket Options
Matthew J Lorig A Fast Mean-Reverting Correction to Heston Stochastic Volatility Model
Priyanka A. Parbhoo Securities Pricing with Information-Sensitive Discounting
Michael Walker Hedging and Valuation of Seasoned CDSs
Hao Xing Valuation equations for stochastic volatility models