Idiosyncratic volatility, option-based measures of informed trading, and investor attention Hannes MohrschladtJudith C. Schneider OriginalPaper Open access 28 January 2021 Pages: 197 - 220
Mean-variance hedging in the presence of estimation risk Wan-Yi Chiu OriginalPaper 11 February 2021 Pages: 221 - 241
Pricing vulnerable options with jump risk and liquidity risk Xingchun Wang OriginalPaper 17 March 2021 Pages: 243 - 260
Does model complexity improve pricing accuracy? The case of CoCos Christian KoziolSebastian Weitz OriginalPaper Open access 12 May 2021 Pages: 261 - 284