Dimension Reduction for Pricing Options Under Multidimensional Lévy Processes Junichi Imai OriginalPaper 06 August 2014 Pages: 1 - 26
Option Pricing for Symmetric Lévy Returns with Applications Kais HamzaFima C. KlebanerYing-Oon Tan OriginalPaper 04 September 2014 Pages: 27 - 52
A Modified Arbitrage-Free Nelson–Siegel Model: An Alternative Affine Term Structure Model of Interest Rates Dara SimMasamitsu Ohnishi OriginalPaper 19 September 2014 Pages: 53 - 74
A New Type of Barrier Options: Lizard Option Yasuhiro Kawanishi OriginalPaper 26 September 2014 Pages: 75 - 86
Relationship Between Conditional Volatility of Domestic Macroeconomic Factors and Conditional Stock Market Volatility: Some Further Evidence from India Jyoti KumariJitendra Mahakud OriginalPaper 27 September 2014 Pages: 87 - 111