1. A Monte-Carlo multi-asset option pricing approximation for general stochastic processes;Arismendi,2016
2. A numerical method to estimate the parameters of the CEV model implied by American option prices: Evidence from NYSE;Ballestra,2016
3. Exploring the dynamics of stock markets: from stock prices to strategy returns;Borland,2016
4. Pricing turbo warrants under stochastic elasticity of variance;Yoon,2016
5. Libor at crossroads: stochastic switching detection using information theory quantifiers;Bariviera,2016