A call on art investments Roman KraeusslChristian Wiehenkamp OriginalPaper 12 April 2011 Pages: 1 - 23
Delta-hedging correlation risk? Areski CousinStéphane CrépeyYu Hang Kan OriginalPaper 22 June 2011 Pages: 25 - 56
Calibration risk: Illustrating the impact of calibration risk under the Heston model Florence GuillaumeWim Schoutens OriginalPaper Open access 08 July 2011 Pages: 57 - 79
Option pricing and hedging under a stochastic volatility Lévy process model Young Shin KimFrank J. FabozziSvetlozar T. Rachev OriginalPaper 29 July 2011 Pages: 81 - 97