1. LSM Algorithm for Pricing American Option Under Heston–Hull–White’s Stochastic Volatility Model

   • O. Samimi
   • Z. Mardani
   • F. Mehrdoust

   OriginalPaper 16 June 2016 Pages: 173 - 187

   

2. A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model

   • Leila Khodayari
   • Mojtaba Ranjbar

   OriginalPaper 30 August 2016 Pages: 189 - 205

   

3. Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis

   • Wei Zhou

   OriginalPaper 11 August 2016 Pages: 207 - 230

   

4. Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model

   • Tomasz Makarewicz

   OriginalPaper Open access 03 September 2016 Pages: 231 - 279

   

5. A Practical, Accurate, Information Criterion for Nth Order Markov Processes

   • Sylvain Barde

   OriginalPaper Open access 03 September 2016 Pages: 281 - 324

   

6. Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets

   • EnDer Su

   OriginalPaper 24 May 2016 Pages: 325 - 351