| 2145 | -- | 2146 | Matthias Ehrhardt, Maria do Rosário Grossinho, Daniel Sevcovic, Albert N. Shiryaev. Preface |
| 2147 | -- | 2165 | N. Safarov, Colin Atkinson 0002. Natural gas storage valuation and optimization under time-inhomogeneous exponential Lévy processes |
| 2166 | -- | 2177 | Sumei Zhang, Junhao Geng. Efficiently pricing continuously monitored barrier options under stochastic volatility model with jumps |
| 2178 | -- | 2193 | Manuel Guerra, Cláudia Nunes, Carlos Oliveira. Exit option for a class of profit functions |
| 2194 | -- | 2207 | J. L. Fernández, Maria R. Nogueiras, M. Pou, Carlos Vázquez. Multicurve LIBOR market models and drift-free simulation |
| 2208 | -- | 2222 | R. M. Gaspar, R. Pimentel. On swap rate dynamics: to freeze or not to freeze? |
| 2223 | -- | 2238 | Katarzyna Bien-Barkowska. Extension and verification of the asymmetric autoregressive conditional duration models |
| 2239 | -- | 2267 | Maarten Wyns, Jacques Du Toit. A finite volume - alternating direction implicit approach for the calibration of stochastic local volatility models |