The impact of the leverage effect on the implied volatility smile: evidence for the German option market A. W. RathgeberJ. StadlerS. Stöckl OriginalPaper Open access 15 September 2020 Pages: 95 - 133
A model-free approach to multivariate option pricing Carole BernardOleg BondarenkoSteven Vanduffel OriginalPaper 27 October 2020 Pages: 135 - 155
Bayesian estimation of the stochastic volatility model with double exponential jumps Jinzhi Li OriginalPaper 01 January 2021 Pages: 157 - 172
The value of power-related options under spectrally negative Lévy processes Jean-Philippe Aguilar OriginalPaper 15 January 2021 Pages: 173 - 196