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Issue DateTitleAuthor(s)
27-Mar-2015Black-Scholes in a CEV Random Environment: A New Approach to Smile ModellingJacquier, A; Roome, P; Engineering & Physical Science Research Council (EPSRC)
30-Nov-2015Large-Maturity Regimes of the Heston Forward SmileJacquier, A; Roome, P
4-May-2016Two examples of non strictly convex large deviationsDe Marco, S; Jacquier, A; Roome, P; Engineering & Physical Science Research Council (EPSRC)

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