The Hitting Time Density for a Reflected Brownian Motion Qin HuYongjin WangXuewei Yang OriginalPaper 24 March 2011 Pages: 1 - 18
Smooth Transition Quantile Capital Asset Pricing Models with Heteroscedasticity Cathy W. S. ChenSimon LinPhilip L. H. Yu OriginalPaper 02 April 2011 Pages: 19 - 48
A Second-Order Difference Scheme for the Penalized Black–Scholes Equation Governing American Put Option Pricing Zhongdi CenAnbo LeAimin Xu OriginalPaper 18 May 2011 Pages: 49 - 62
Using Pseudo-Parabolic and Fractional Equations for Option Pricing in Jump Diffusion Models Andrey ItkinPeter Carr OriginalPaper 21 June 2011 Pages: 63 - 104
