Optimal Hedging of Basket Barrier Options with Additive Models and Its Application to Equity Value Separation Problem Yuji Yamada OriginalPaper 09 January 2017 Pages: 1 - 18
Pricing CIR Yield Options by Conditional Moment Matching Adrian PrayogaNicolas Privault OriginalPaper 28 February 2017 Pages: 19 - 38
Effects of Jumps and Small Noise in High-Frequency Financial Econometrics Naoto KunitomoDaisuke Kurisu OriginalPaper 04 March 2017 Pages: 39 - 73