1. Idiosyncratic Volatility and the Expected Stock Returns for Exploring the Relationship with Panel Threshold Regression

   • Mu-Shun Wang

   OriginalPaper 04 November 2012 Pages: 113 - 129

2. Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities

   • Cho-Hoi Hui
   • Tsz-Kin Chung
   • Chi-Fai Lo

   OriginalPaper 20 December 2012 Pages: 131 - 146

   

3. Pricing Exotic Options and American Options: A Multidimensional Asymptotic Expansion Approach

   • Masahiro Nishiba

   OriginalPaper 13 January 2013 Pages: 147 - 182

4. Emission Allowance as a Derivative on Commodity-Spread

   • Katsushi Nakajima
   • Kazuhiko Ohashi

   OriginalPaper 19 February 2013 Pages: 183 - 217