1. Rainbow trend options: valuation and applications

   • Jr-Yan Wang
   • Hsiao-Chuan Wang
   • Mao-Wei Hung

   OriginalPaper 05 October 2016 Pages: 91 - 133

   

2. A four-factor stochastic volatility model of commodity prices

   • Max F. Schöne
   • Stefan Spinler

   OriginalPaper 16 November 2016 Pages: 135 - 165

   

3. Implied volatility and skewness surface

   • Bruno Feunou
   • Jean-Sébastien Fontaine
   • Roméo Tédongap

   OriginalPaper 09 January 2017 Pages: 167 - 202