Volume 22, Issue 1

April 2019

Issue Editor:

4 articles in this issue

A general closed form option pricing formula
Ciprian Necula
Gabriel Drimus
Walter Farkas
OriginalPaper 19 May 2018 Pages: 1 - 40
Pricing VIX derivatives with free stochastic volatility model
Wei Lin
Shenghong Li
Jin E. Zhang
OriginalPaper 16 June 2018 Pages: 41 - 75
Pricing and risk of swing contracts in natural gas markets
Hendrik Kohrs
Hermann Mühlichen
Frank Schuhmacher
OriginalPaper 22 June 2018 Pages: 77 - 167
Is trading in the shortest-term index options profitable?
Ging-Ginq Pan
Yung-Ming Shiu
Tu-Cheng Wu
OriginalPaper 13 June 2018 Pages: 169 - 201

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