1. Stochastic covariance and dimension reduction in the pricing of basket options

   • Marcos Escobar
   • Daniel Krause
   • Rudi Zagst

   OriginalPaper 30 January 2016 Pages: 165 - 200

   

2. On exact pricing of FX options in multivariate time-changed Lévy models

   • Roman V. Ivanov
   • Katsunori Ano

   OriginalPaper 11 February 2016 Pages: 201 - 216

3. The leverage effect puzzle: the case of European sovereign credit default swap market

   • Agata Kliber

   OriginalPaper Open access 17 March 2016 Pages: 217 - 235