The performance of model based option trading strategies Bjørn Eraker OriginalPaper 25 July 2012 Pages: 1 - 23
The αVG model for multivariate asset pricing: calibration and extension Florence Guillaume OriginalPaper 08 July 2012 Pages: 25 - 52
Parametric modeling of implied smile functions: a generalized SVI model Bo ZhaoStewart D. Hodges OriginalPaper 17 June 2012 Pages: 53 - 77
On the primal-dual algorithm for callable Bermudan options Maximilian L. MairJan H. Maruhn OriginalPaper 28 June 2012 Pages: 79 - 110