Stochastic covariance and dimension reduction in the pricing of basket options Marcos EscobarDaniel KrauseRudi Zagst OriginalPaper 30 January 2016 Pages: 165 - 200
On exact pricing of FX options in multivariate time-changed Lévy models Roman V. IvanovKatsunori Ano OriginalPaper 11 February 2016 Pages: 201 - 216
The leverage effect puzzle: the case of European sovereign credit default swap market Agata Kliber OriginalPaper Open access 17 March 2016 Pages: 217 - 235
