1. Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle

   • Maik Dierkes
   • Jan Krupski
   • Philipp Sibbertsen

   OriginalPaper Open access 29 November 2023 Pages: 1 - 35

   

2. Pricing fixed income derivatives under a three-factor CIR model with unspanned stochastic volatility

   • Yuecai Han
   • Fengtong Zhang

   OriginalPaper 10 January 2024 Pages: 37 - 53

3. Pricing levered warrants under the CEV diffusion model

   • Carlos Miguel Glória
   • José Carlos Dias
   • Aricson Cruz

   OriginalPaper Open access 11 January 2024 Pages: 55 - 84

4. Martingale defects in the volatility surface and bubble conditions in the underlying

   • Philip Stahl
   • Jérôme Blauth

   OriginalPaper Open access 19 January 2024 Pages: 85 - 111