Volume 1; Issue 4

1

CDS pricing with long memory via fractional Lévy processes

Year:
2014
Language:
english
File:
PDF, 1.58 MB
english, 2014
2

Game option models of convertible bonds: Determinants of call policies

Year:
2014
Language:
english
File:
PDF, 159 KB
english, 2014
4

Pricing European options in a delay model with jumps

Year:
2014
Language:
english
File:
PDF, 128 KB
english, 2014
5

Equilibrium analysis of one aggressive investment strategy

Year:
2014
Language:
english
File:
PDF, 378 KB
english, 2014
7

Accounting for earnings announcements in the pricing of equity options

Year:
2014
Language:
english
File:
PDF, 997 KB
english, 2014
8

Author Index

Year:
2014
Language:
english
File:
PDF, 41 KB
english, 2014