Towards a \(\Delta \)-Gamma Sato multivariate model Lynn BoenFlorence Guillaume OriginalPaper 27 February 2019 Pages: 1 - 39
Conditional risk-neutral density from option prices by local polynomial kernel smoothing with no-arbitrage constraints Ana M. MonteiroAntonio A. F. Santos OriginalPaper 20 March 2019 Pages: 41 - 61
Valuing American-style options under the CEV model: an integral representation based method Aricson CruzJosé Carlos Dias OriginalPaper 29 April 2019 Pages: 63 - 83
Time consistent pricing of options with embedded decisions G. DorfleitnerJ. Gerer OriginalPaper 04 May 2019 Pages: 85 - 119