LSM Algorithm for Pricing American Option Under Heston–Hull–White’s Stochastic Volatility Model O. SamimiZ. MardaniF. Mehrdoust OriginalPaper 16 June 2016 Pages: 173 - 187
A Numerical Method to Approximate Multi-Asset Option Pricing Under Exponential Lévy Model Leila KhodayariMojtaba Ranjbar OriginalPaper 30 August 2016 Pages: 189 - 205
Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis Wei Zhou OriginalPaper 11 August 2016 Pages: 207 - 230
Contrarian Behavior, Information Networks and Heterogeneous Expectations in an Asset Pricing Model Tomasz Makarewicz OriginalPaper Open access 03 September 2016 Pages: 231 - 279
A Practical, Accurate, Information Criterion for Nth Order Markov Processes Sylvain Barde OriginalPaper Open access 03 September 2016 Pages: 281 - 324
Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets EnDer Su OriginalPaper 24 May 2016 Pages: 325 - 351