Ekström, Erik; Tysk, Johan Comparison of two methods for superreplication. (English) Zbl 1372.91106 Appl. Math. Finance 19, No. 1-2, 181-193 (2012). MSC: 91G20 35Q91 PDFBibTeX XMLCite \textit{E. Ekström} and \textit{J. Tysk}, Appl. Math. Finance 19, No. 1--2, 181--193 (2012; Zbl 1372.91106) Full Text: DOI
Atkinson, C.; Ingpochai, P. The effect of correlation and transaction costs on the pricing of basket options. (English) Zbl 1372.91101 Appl. Math. Finance 19, No. 1-2, 131-179 (2012). MSC: 91G20 93E20 35Q91 PDFBibTeX XMLCite \textit{C. Atkinson} and \textit{P. Ingpochai}, Appl. Math. Finance 19, No. 1--2, 131--179 (2012; Zbl 1372.91101) Full Text: DOI
Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen Pricing of Parisian options for a jump-diffusion model with two-sided jumps. (English) Zbl 1372.91100 Appl. Math. Finance 19, No. 1-2, 97-129 (2012). MSC: 91G20 60J75 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Appl. Math. Finance 19, No. 1--2, 97--129 (2012; Zbl 1372.91100) Full Text: DOI
Härdle, Wolfgang Karl; Cabrera, Brenda López The implied market price of weather risk. (English) Zbl 1372.91108 Appl. Math. Finance 19, No. 1-2, 59-95 (2012). MSC: 91G20 PDFBibTeX XMLCite \textit{W. K. Härdle} and \textit{B. L. Cabrera}, Appl. Math. Finance 19, No. 1--2, 59--95 (2012; Zbl 1372.91108) Full Text: DOI
Buryak, Alexander; Guo, Ivan New analytic approach to address put-call parity violation due to discrete dividends. (English) Zbl 1372.91103 Appl. Math. Finance 19, No. 1-2, 37-58 (2012). MSC: 91G20 PDFBibTeX XMLCite \textit{A. Buryak} and \textit{I. Guo}, Appl. Math. Finance 19, No. 1--2, 37--58 (2012; Zbl 1372.91103) Full Text: DOI arXiv
Grzelak, Lech A.; Oosterlee, Cornelis W. On cross-currency models with stochastic volatility and correlated interest rates. (English) Zbl 1372.91075 Appl. Math. Finance 19, No. 1-2, 1-35 (2012). MSC: 91B70 91G30 PDFBibTeX XMLCite \textit{L. A. Grzelak} and \textit{C. W. Oosterlee}, Appl. Math. Finance 19, No. 1--2, 1--35 (2012; Zbl 1372.91075) Full Text: DOI