Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes Gechun LiangXingchun Wang OriginalPaper 10 June 2020 Pages: 1 - 30
Diversification with options and structured products Shuonan YuanMarc Oliver Rieger OriginalPaper 23 July 2020 Pages: 55 - 77
Uncertain strike lookback options pricing with floating interest rate Lidong ZhangYanmei SunXiangbo Meng OriginalPaper 13 August 2020 Pages: 79 - 94