A unified approach for the pricing of options relating to averages Hideharu FunahashiMasaaki Kijima OriginalPaper 06 February 2017 Pages: 203 - 229
Profitability patterns in the interest rate derivatives market Ralf Meyer OriginalPaper 09 March 2017 Pages: 231 - 254
Pricing double barrier options under a volatility regime-switching model with psychological barriers Shiyu SongYongjin Wang OriginalPaper 15 March 2017 Pages: 255 - 280
The benefit of life insurance contracts with capped index participation when stock prices are subject to jump risk Antje MahayniMatthias Muck OriginalPaper 16 March 2017 Pages: 281 - 308