Do correlated defaults matter for CDS premia? An empirical analysis Christian KoziolPhilipp KoziolThomas Schön OriginalPaper 17 February 2015 Pages: 191 - 224
Do CDS spreads move with commonality in liquidity? Christian MeineHendrik SupperGregor N. F. Weiß OriginalPaper 26 April 2015 Pages: 225 - 261
A copula-based approach for generating lattices Tianyang WangJames S. DyerWarren J. Hahn OriginalPaper 02 July 2015 Pages: 263 - 289
A note on the pricing of multivariate contingent claims under a transformed-gamma distribution Luiz VitielloIvonia Rebelo OriginalPaper 30 June 2015 Pages: 291 - 300