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Asian options pricing in Hawkes-type jump-diffusion models Riccardo BrignoneCarlo Sgarra Research Article 28 August 2019 Pages: 101 - 119
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing Michael RobertsIndranil SenGupta Research Article 22 November 2019 Pages: 121 - 139
Application of the Merton model to estimate the probability of breaching the capital requirements under Basel III rules Vincenzo RussoValentina LagasioFrank J. Fabozzi Research Article 16 January 2020 Pages: 141 - 157