1. Market making and risk management in options markets

   • Naomi E. Boyd

   OriginalPaper 04 November 2014 Pages: 1 - 27

2. On pricing options with stressed-beta in a reduced form model

   • Geonwoo Kim
   • Hyuncheul Lim
   • Sungchul Lee

   OriginalPaper 17 October 2014 Pages: 29 - 50

   

3. Are put-call ratios a substitute for short sales?

   • Benjamin M. Blau
   • Tyler J. Brough

   OriginalPaper 12 October 2014 Pages: 51 - 73

4. Commodity derivative valuation under a factor model with time-varying market prices of risk

   • Andrés G. Mirantes
   • Javier Población
   • Gregorio Serna

   OriginalPaper 10 October 2014 Pages: 75 - 93