Issue 1/2025
Content (5 Articles)
Valuation of vulnerable options using a bivariate Gram–Charlier approximation
Dingding Dong, Xinyue Ou, Xingchun Wang
The impact of risk retention on the pricing of securitizations
- Open Access
Martin Hibbeln, Werner Osterkamp
Pricing of geometric Asian options in the Volterra-Heston model
- Open Access
Florian Aichinger, Sascha Desmettre
