Issue 3/2016
Content (3 Articles)
Stochastic covariance and dimension reduction in the pricing of basket options
Marcos Escobar, Daniel Krause, Rudi Zagst
On exact pricing of FX options in multivariate time-changed Lévy models
Roman V. Ivanov, Katsunori Ano
Open Access
The leverage effect puzzle: the case of European sovereign credit default swap market
Agata Kliber