Market making and risk management in options markets Naomi E. Boyd OriginalPaper 04 November 2014 Pages: 1 - 27
On pricing options with stressed-beta in a reduced form model Geonwoo KimHyuncheul LimSungchul Lee OriginalPaper 17 October 2014 Pages: 29 - 50
Are put-call ratios a substitute for short sales? Benjamin M. BlauTyler J. Brough OriginalPaper 12 October 2014 Pages: 51 - 73
Commodity derivative valuation under a factor model with time-varying market prices of risk Andrés G. MirantesJavier PoblaciónGregorio Serna OriginalPaper 10 October 2014 Pages: 75 - 93