New solvable stochastic volatility models for pricing volatility derivatives Andrey Itkin OriginalPaper 04 August 2012 Pages: 111 - 134
The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques Susanne A. Griebsch OriginalPaper 13 October 2012 Pages: 135 - 165
Valuation of American partial barrier options Doobae JunHyejin Ku OriginalPaper 08 July 2012 Pages: 167 - 191
How fair-value accounting can influence firm hedging Leif Atle BeislandDennis Frestad OriginalPaper 06 December 2012 Pages: 193 - 217