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Issue Date	Title	Author(s)
18-Oct-2015	Weak approximation of martingale representations	Cont, R; LU, Y
1-Dec-2010	Basket options valuation for a local volatility jump-diffusion model with the asymptotic expansion method	Xu, G; Zheng, H
5-Jun-2011	Continuously monitored barrier options under Markov processes	Mijatovic, A; Pistorius, M; Madan, DB
1-Nov-2012	On the drawdown of completely asymmetric Levy processes	Mijatovic, A; Pistorius, MR
2-Mar-2012	Optimal dividend distribution under Markov regime switching	Jiang, Z; Pistorius, M
17-Mar-2006	On optimum Hamiltonians for state transformations	Brody, DC; Hook, DW
1-Dec-2008	EXIT PROBLEM OF A TWO-DIMENSIONAL RISK PROCESS FROM THE QUADRANT: EXACT AND ASYMPTOTIC RESULTS	Avram, F; Palmowski, Z; Pistorius, MR
1-Sep-2009	Basket CDS pricing with interacting intensities	Zheng, H; Jiang, L
8-Aug-2007	Quantum phase transitions without thermodynamic limits	Brody, DC; Hook, DW; Hughston, LP
1-Jul-2008	On perpetual American put valuation and first-passage in a regime-switching model with jumps	Jiang, Z; Pistorius, MR