1. New solvable stochastic volatility models for pricing volatility derivatives

   • Andrey Itkin

   OriginalPaper 04 August 2012 Pages: 111 - 134

2. The evaluation of European compound option prices under stochastic volatility using Fourier transform techniques

   • Susanne A. Griebsch

   OriginalPaper 13 October 2012 Pages: 135 - 165

3. Valuation of American partial barrier options

   • Doobae Jun
   • Hyejin Ku

   OriginalPaper 08 July 2012 Pages: 167 - 191

4. How fair-value accounting can influence firm hedging

   • Leif Atle Beisland
   • Dennis Frestad

   OriginalPaper 06 December 2012 Pages: 193 - 217