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This paper proposes an integrated pricing framework for Credit Value Adjustment of equity and commodity products. The given… Expand This paper investigates dynamic currency hedging benefits, with a further focus on the impact of currency hedging before and… Expand Fluctuating wind production over short time periods is balanced by adjusting generation from thermal plants to meet demand… Expand For autonomous helicopter flight, it is common to separate the flight control problem into an inner loop that controls attitude… Expand A method of preparing generally amorphous copolymers of ethylene and at least one norbornene (NB)-type comonomer. These polymers… Expand List of AcronymsAMM ASEAN Ministerial MeetingAPEC Asia-Pacific Economic CooperationARF ASEAN Regional ForumASEAN Association of… Expand For discrete arithmetic Asian options the payoff depends on the price average of the underlying asset. Due to the dependence… Expand It is often presumed that higher market volatility begets more active trading in derivatives markets. A number of empirical… Expand Abstract. We consider the mean-variance hedging problem when asset prices follow Itô processes in an incomplete market framework… Expand We explore the pricing of Asian options by numerically solving the the associated partial di erential equations We demonstrate… Expand