The valuation and information content of options on crude-oil futures contracts Finbarr MurphyEhud I. Ronn OriginalPaper 02 December 2014 Pages: 95 - 106
Pricing anomaly at the first sight: same borrower in different currencies faces different credit spreads—an explanation by means of a quanto option Andreas W. RathgeberDavid RudolphStefan Stöckl OriginalPaper 30 October 2014 Pages: 107 - 143
The valuation of forward-start rainbow options Chun-Ying ChenHsiao-Chuan WangJr-Yan Wang OriginalPaper 22 October 2014 Pages: 145 - 188
Erratum to: The valuation of forward-start rainbow options Chun-Ying ChenHsiao-Chuan WangJr-Yan Wang Erratum 09 January 2015 Pages: 189 - 189