1. Idiosyncratic volatility, option-based measures of informed trading, and investor attention

   • Hannes Mohrschladt
   • Judith C. Schneider

   OriginalPaper Open access 28 January 2021 Pages: 197 - 220

2. Mean-variance hedging in the presence of estimation risk

   • Wan-Yi Chiu

   OriginalPaper 11 February 2021 Pages: 221 - 241

   

3. Pricing vulnerable options with jump risk and liquidity risk

   • Xingchun Wang

   OriginalPaper 17 March 2021 Pages: 243 - 260

   

4. Does model complexity improve pricing accuracy? The case of CoCos

   • Christian Koziol
   • Sebastian Weitz

   OriginalPaper Open access 12 May 2021 Pages: 261 - 284