Interest rate swaps: a comparison of compounded daily versus discrete reference rates Robert JarrowSiguang Li OriginalPaper 26 September 2022 Pages: 1 - 21
Pricing vulnerable basket spread options with liquidity risk Ziming DongDan TangXingchun Wang OriginalPaper 17 October 2022 Pages: 23 - 50
Continuity correction: on the pricing of discrete double barrier options Sheng-Feng LuoHsin-Chieh Wong OriginalPaper Open access 24 November 2022 Pages: 51 - 90
Hedging cryptocurrency options Jovanka Lili MaticNatalie PackhamWolfgang Karl Härdle OriginalPaper Open access 10 February 2023 Pages: 91 - 133