of the option. The underlying asset used in our analyses is the share of Compa SA. Through Monte Carlo simulations …, scenarios are created on the random evolution of the underlying asset, and the valuation of the option on the underlying asset …

accurate approximations. We illustrate this method in a variety of contexts including option pricing with stochastic volatility …We develop a new approach to approximating asset prices in the context of continuous-time models. For any pricing model …

We develop a structural bond pricing approach and implement it on a large panel of US industrial bonds using an … spreads ; default ; structural bond pricing models …

framework we study arbitrage free good deal pricing bounds for derivative assets along the lines of Cochrane and Saa … pricing …

, 2011] for prices computed with a new option pricing scheme based on the construction of the risk-neutral measure for …-product approximation of the surface. The subsequent speed-up for option pricing is large, allowing to compute Greeks and the delta … the option arbitrage price in order to compute realistic implied volatility surfaces. Finally, the cross …