1. Dimension Reduction for Pricing Options Under Multidimensional Lévy Processes

   • Junichi Imai

   OriginalPaper 06 August 2014 Pages: 1 - 26

   

2. Option Pricing for Symmetric Lévy Returns with Applications

   • Kais Hamza
   • Fima C. Klebaner
   • Ying-Oon Tan

   OriginalPaper 04 September 2014 Pages: 27 - 52

   

3. A Modified Arbitrage-Free Nelson–Siegel Model: An Alternative Affine Term Structure Model of Interest Rates

   • Dara Sim
   • Masamitsu Ohnishi

   OriginalPaper 19 September 2014 Pages: 53 - 74

   

4. A New Type of Barrier Options: Lizard Option

   • Yasuhiro Kawanishi

   OriginalPaper 26 September 2014 Pages: 75 - 86

5. Relationship Between Conditional Volatility of Domestic Macroeconomic Factors and Conditional Stock Market Volatility: Some Further Evidence from India

   • Jyoti Kumari
   • Jitendra Mahakud

   OriginalPaper 27 September 2014 Pages: 87 - 111