The pricing kernel puzzle in forward looking data Horatio CuesdeanuJens Carsten Jackwerth OriginalPaper 08 November 2017 Pages: 253 - 276
GARCH option pricing models with Meixner innovations Matthias R. FenglerAlexander Melnikov OriginalPaper 26 December 2017 Pages: 277 - 305
Dynamic hedging with futures: a copula-based GARCH model with high-frequency data Yu-Sheng Lai OriginalPaper 20 February 2018 Pages: 307 - 329
An empirical investigation of large trader market manipulation in derivatives markets Robert JarrowScott FungShih-Chuan Tsai OriginalPaper 18 April 2018 Pages: 331 - 374