### International Standard Serial Number (issn)

- 0219-0249

- 0219-0249

- Penalty American options 2019
- Variance and volatility swaps under a two-factor stochastic volatility model with regime switching 2019
- Valuation of options on oil futures under the 3/4 oil price model 2015
- Should an American option be exercised earlier or later if volatility is not assumed to be a constant? 2011
- A new representation of the local volatility surface 2008
- Calculating The Early Exercise Boundary of American Put Options with an Approximation Formula 2007
- A new analytical approximation formula for the optimal exercise boundary of American put options 2006

- 0219-0249

- Penalty American options 2019
- Variance and volatility swaps under a two-factor stochastic volatility model with regime switching 2019
- Valuation of options on oil futures under the 3/4 oil price model 2015
- Should an American option be exercised earlier or later if volatility is not assumed to be a constant? 2011
- A new representation of the local volatility surface 2008
- Calculating The Early Exercise Boundary of American Put Options with an Approximation Formula 2007
- A new analytical approximation formula for the optimal exercise boundary of American put options 2006