Stock options and managers’ incentives to cheat Marc ChesneyRajna Gibson OriginalPaper 15 November 2008 Pages: 41 - 59
Testing the martingale restriction for option implied densities Thomas Busch OriginalPaper 18 November 2008 Pages: 61 - 81
Adaptive placement method on pricing arithmetic average options Tian-Shyr DaiJr-Yan WangHui-Shan Wei OriginalPaper 14 November 2008 Pages: 83 - 118
On improving the least squares Monte Carlo option valuation method Nelson ArealArtur RodriguesManuel R. Armada OriginalPaper 22 November 2008 Pages: 119 - 151
Single name credit default swaptions meet single sided jump models Henrik JönssonWim Schoutens OriginalPaper Open access 26 November 2008 Pages: 153 - 169