1. Interest rate swaps: a comparison of compounded daily versus discrete reference rates

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   • Siguang Li

   OriginalPaper 26 September 2022 Pages: 1 - 21

2. Pricing vulnerable basket spread options with liquidity risk

   • Ziming Dong
   • Dan Tang
   • Xingchun Wang

   OriginalPaper 17 October 2022 Pages: 23 - 50

   

3. Continuity correction: on the pricing of discrete double barrier options

   • Sheng-Feng Luo
   • Hsin-Chieh Wong

   OriginalPaper Open access 24 November 2022 Pages: 51 - 90

4. Hedging cryptocurrency options

   • Jovanka Lili Matic
   • Natalie Packham
   • Wolfgang Karl Härdle

   OriginalPaper Open access 10 February 2023 Pages: 91 - 133