Propagation of Data Error and Parametric Sensitivity in Computable General Equilibrium Models Joshua ElliottMeredith FranklinMargaret Loudermilk OriginalPaper 05 January 2011 Pages: 219 - 241
Two-State Volatility Transition Pricing and Hedging of TXO Options En-Der SuFeng-Jeng Lin OriginalPaper 08 December 2010 Pages: 259 - 287
Valuation of N-stage Investments Under Jump-Diffusion Processes Rainer AndergassenLuigi Sereno OriginalPaper 05 July 2011 Pages: 289 - 313
What Drives Short Rate Dynamics? A Functional Gradient Descent Approach Francesco Audrino OriginalPaper 25 December 2011 Pages: 315 - 335