Valuation of asset and volatility derivatives using decoupled time-changed Lévy processes Lorenzo Torricelli OriginalPaper 17 July 2015 Pages: 1 - 39
Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options Lie-Jane Kao OriginalPaper 22 July 2015 Pages: 41 - 64
Is the information obtained from European options on equally weighted baskets enough to determine the prices of exotic derivatives such as worst-of options? Jacinto Marabel Romo OriginalPaper 08 September 2015 Pages: 65 - 83