### International Standard Serial Number (issn)

- 1469-7696

- 1469-7696

- Optimal investment and consumption under a continuous-time cointegration model with exponential utility 2019
- A new integral equation formulation for American put options 2018
- A re-examination of Libor rigging: a time-varying cointegration perspective 2017
- Analytic approximation formulae for European crack spread options 2016
- A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering 2015
- An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions 2014
- A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework 2011
- An exact and explicit solution for the valuation of American put options 2006

- 1469-7696

- Optimal investment and consumption under a continuous-time cointegration model with exponential utility 2019
- A new integral equation formulation for American put options 2018
- A re-examination of Libor rigging: a time-varying cointegration perspective 2017
- Analytic approximation formulae for European crack spread options 2016
- A faster estimation method for the probability of informed trading using hierarchical agglomerative clustering 2015
- An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions 2014
- A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework 2011
- An exact and explicit solution for the valuation of American put options 2006