Original research Pricing time-capped American options using a least squares Monte Carlo method 10 Jan 2025
Original research Pricing American options under irrational behavior in a Markov regime-switching model with a finite-element method 07 Jan 2025
Original research Deep equal risk pricing of illiquid derivatives with multiple hedging instruments 07 Jan 2025
Original research On the boundary conditions adopted in stochastic volatility option pricing models 06 Dec 2024
Original research Option pricing under the normal stochastic alpha–beta–rho model with Gaussian quadratures 19 Nov 2024