Portfolio construction using bootstrapping neural networks: evidence from global stock market Hsiao-Fen HsiaoJiang-Chuan HuangZheng-Wei Lin OriginalPaper 25 July 2019 Pages: 227 - 247
A note on options and bubbles under the CEV model: implications for pricing and hedging José Carlos DiasJoão Pedro Vidal NunesAricson Cruz OriginalPaper 24 September 2019 Pages: 249 - 272
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach Patrick BüchelMichael KratochwilDaniel Rösch OriginalPaper Open access 14 January 2020 Pages: 273 - 322
Option-implied information: What’s the vol surface got to do with it? Maxim UlrichSimon Walther OriginalPaper Open access 07 May 2020 Pages: 323 - 355