| 2345 | -- | 2346 | Karel J. in 't Hout, Andrey Itkin, Cornelis W. Oosterlee, Jari Toivanen. Editorial |
| 2347 | -- | 2360 | Desmond J. Higham. An introduction to multilevel Monte Carlo for option valuation |
| 2361 | -- | 2379 | Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao. BENCHOP - The BENCHmarking project in option pricing |
| 2380 | -- | 2405 | Andrey Itkin, Alexander Lipton. Efficient solution of structural default models with correlated jumps and mutual obligations |
| 2406 | -- | 2432 | F. Cong, C. W. Oosterlee. Pricing Bermudan options under Merton jump-diffusion asset dynamics |
| 2433 | -- | 2454 | Álvaro Leitao, Cornelis W. Oosterlee. GPU acceleration of the stochastic grid bundling method for early-exercise options |
| 2455 | -- | 2474 | Shuhua Chang, Jinghuan Li. 2 futures option based on the underlying with non-log-normal distribution |
| 2475 | -- | 2497 | R. L. Valkov. Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation |
| 2498 | -- | 2514 | Aslam Aly El-Faïdal Saib, Mohammad Sameer Sunhaloo, Muddun Bhuruth. A meshless method for Asian style options pricing under the Merton jump-diffusion model |
| 2515 | -- | 2529 | Lina von Sydow, Jari Toivanen, C. Zhang. Adaptive finite differences and IMEX time-stepping to price options under Bates model |
| 2530 | -- | 2550 | M. Yousuf, Abdul-Qayyum M. Khaliq, R. H. Liu. L- stable method |
| 2551 | -- | 2574 | YouFa Sun. Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model |
| 2575 | -- | 2595 | R. H. Liu, D. Nguyen. A tree approach to options pricing under regime-switching jump diffusion models |
| 2596 | -- | 2614 | Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei. Circulant preconditioning technique for barrier options pricing under fractional diffusion models |
| 2615 | -- | 2633 | Shuhua Chang, Wenguang Tang. Modelling and computation of optimal decision for farmers leasing lands |