1. On the multiplicity of option prices under CEV with positive elasticity of variance

   • Dirk Veestraeten

   OriginalPaper Open access 04 April 2016 Pages: 1 - 13

   

2. Structural default model with mutual obligations

   • Andrey Itkin
   • Alexander Lipton

   OriginalPaper 06 June 2016 Pages: 15 - 46

   

3. A bias in the volatility smile

   • Don M. Chance
   • Thomas A. Hanson
   • Jayaram Muthuswamy

   OriginalPaper 16 June 2016 Pages: 47 - 90