Online first articles

Articles not assigned to an issue 8 articles

1. The value of power-related options under spectrally negative Lévy processes

   Authors

   • Jean-Philippe Aguilar

   • Content type: OriginalPaper
   • Published: 15 January 2021

   

2. Bayesian estimation of the stochastic volatility model with double exponential jumps

   Authors

   • Jinzhi Li

   • Content type: OriginalPaper
   • Published: 01 January 2021

   

3. A model-free approach to multivariate option pricing

   Authors

   • Carole Bernard
   • Oleg Bondarenko
   • Steven Vanduffel

   • Content type: OriginalPaper
   • Published: 27 October 2020

   

4. The impact of the leverage effect on the implied volatility smile: evidence for the German option market

   Authors

   • A. W. Rathgeber
   • J. Stadler
   • S. Stöckl

   • Content type: OriginalPaper
   • Open Access
   • Published: 15 September 2020

   

5. Uncertain strike lookback options pricing with floating interest rate

   Authors (first, second and last of 4)

   • Lidong Zhang
   • Yanmei Sun
   • Xiangbo Meng

   • Content type: OriginalPaper
   • Published: 13 August 2020

   

6. Diversification with options and structured products

   Authors

   • Shuonan Yuan
   • Marc Oliver Rieger

   • Content type: OriginalPaper
   • Published: 23 July 2020

   

7. Bermudan option in Singapore Savings Bonds

   Authors

   • Kian Guan Lim

   • Content type: OriginalPaper
   • Published: 19 July 2020

   

8. Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes

   Authors

   • Gechun Liang
   • Xingchun Wang

   • Content type: OriginalPaper
   • Published: 10 June 2020