1. Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes

   • Gechun Liang
   • Xingchun Wang

   OriginalPaper 10 June 2020 Pages: 1 - 30

   

2. Bermudan option in Singapore Savings Bonds

   • Kian Guan Lim

   OriginalPaper 19 July 2020 Pages: 31 - 54

   

3. Diversification with options and structured products

   • Shuonan Yuan
   • Marc Oliver Rieger

   OriginalPaper 23 July 2020 Pages: 55 - 77

   

4. Uncertain strike lookback options pricing with floating interest rate

   • Lidong Zhang
   • Yanmei Sun
   • Xiangbo Meng

   OriginalPaper 13 August 2020 Pages: 79 - 94