An analytical approach for systematic risk sensitivity of structured finance products Arndt ClaußenSebastian LöhrDaniel Rösch OriginalPaper 26 April 2013 Pages: 1 - 37
Does modeling framework matter? A comparative study of structural and reduced-form models Yalin GündüzMarliese Uhrig-Homburg OriginalPaper 17 April 2013 Pages: 39 - 78
Pricing average options under time-changed Lévy processes Akira Yamazaki OriginalPaper 30 May 2013 Pages: 79 - 111
Path-dependent game options: a lookback case Peidong GuoQihong ChenYue Fang OriginalPaper 31 May 2013 Pages: 113 - 124