A general framework for the derivation of asset price bounds: an application to stochastic volatility option models Oleg BondarenkoIñaki R. Longarela OriginalPaper 16 April 2009 Pages: 81 - 107
The smirk in the S&P500 futures options prices: a linearized factor analysis Andrew CarverhillTerry H. F. CheukSigurd Dyrting OriginalPaper 20 May 2009 Pages: 109 - 139
Asset pricing under information with stochastic volatility Bertram Düring OriginalPaper 18 March 2009 Pages: 141 - 167