August 2005:
Introduction to Pricing and Hedging in Continuous Time
October 2005:
Volatility Time Scales and Perturbations
November 2005:
Default and Stochastic Volatility
November 2005:
Variance Reduction Techniques
July 2006:
SIAM-Boston-06
July 2008:
Kyoto 1-2
,
Kyoto 3,
Kyoto 4,
Kyoto 5,
Kyoto 6,
Tokyo
February 2009:
Short Maturity Asymptotics
March 2009:
Stock Betas from Skews of Implied Vols