1. A closed-form solution for options with ambiguity about stochastic volatility

   • Gonçalo Faria
   • João Correia-da-Silva

   OriginalPaper 10 May 2014 Pages: 125 - 159

   

2. Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme

   • Ron Tat Lung Chan
   • Simon Hubbert

   OriginalPaper 08 December 2013 Pages: 161 - 189

   

3. Efficiently pricing double barrier derivatives in stochastic volatility models

   • Marcos Escobar
   • Peter Hieber
   • Matthias Scherer

   OriginalPaper 06 November 2013 Pages: 191 - 216

4. The price discovery of day trading activities in futures market

   • Ming-Hsien Chen
   • Vivian W. Tai

   OriginalPaper 26 February 2014 Pages: 217 - 239

5. Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing

   • Luiz Vitiello
   • Ser-Huang Poon

   OriginalPaper 08 November 2013 Pages: 241 - 259