Explicit formula for the fair price of a European call option in the case of discontinuous prices / Fabio MercurioOption pricing with hedging at some fixed trading dates / Fabio MercurioMean-variance pricing and risk preferences / Fabio MercurioAn analytically tractable interest rate model with humped volatility / Fabio Mercurio and Juan M. MoraledaAn analytically tractable interest rate model with humped volatility / Fabio Mercurio, Juan M. MoraledaClaim pricing and hedging under market imperfections / Fabio MercurioA family of humped volatility structures / Fabio Mercurio, Juan M. MoraledaAn analytically tractable interest rate model with humped volatility / Fabio Mercurio and Juan MoraledaA family of humped volatility structures / Fabio Mercurio, Juan M. MoraledaOption pricing with hedging at some fixed trading dates / Fabio Mercurio and Ton C.F. Vorst