A closed-form solution for options with ambiguity about stochastic volatility Gonçalo FariaJoão Correia-da-Silva OriginalPaper 10 May 2014 Pages: 125 - 159
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme Ron Tat Lung ChanSimon Hubbert OriginalPaper 08 December 2013 Pages: 161 - 189
Efficiently pricing double barrier derivatives in stochastic volatility models Marcos EscobarPeter HieberMatthias Scherer OriginalPaper 06 November 2013 Pages: 191 - 216
The price discovery of day trading activities in futures market Ming-Hsien ChenVivian W. Tai OriginalPaper 26 February 2014 Pages: 217 - 239
Non-monotonic pricing kernel and an extended class of mixture of distributions for option pricing Luiz VitielloSer-Huang Poon OriginalPaper 08 November 2013 Pages: 241 - 259
