Valuing fade-in options with default risk in Heston–Nandi GARCH models Xingchun Wang OriginalPaper 11 June 2021 Pages: 1 - 22
Optimal exercise of American put options near maturity: A new economic perspective Anna BattauzMarzia De DonnoAlessandro Sbuelz OriginalPaper Open access 28 June 2021 Pages: 23 - 46
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods Zonggang MaChaoqun MaZhijian Wu OriginalPaper 17 July 2021 Pages: 47 - 91
Economic policy uncertainty and volatility of treasury futures Maojun ZhangYang ZhaoJiangxia Nan OriginalPaper 03 September 2021 Pages: 93 - 107