Risk-adjusted option-implied moments Felix BrinkmannOlaf Korn OriginalPaper 02 August 2017 Pages: 149 - 173
Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions Johannes GererGregor Dorfleitner OriginalPaper 20 July 2017 Pages: 175 - 199
The volatility target effect in structured investment products with capital protection Sergio AlbeverioVictoria SteblovskayaKai Wallbaum OriginalPaper 18 August 2017 Pages: 201 - 229
Pricing exotic options in a regime switching economy: a Fourier transform method Peter Hieber OriginalPaper 25 September 2017 Pages: 231 - 252