1. The β-variance gamma model

   • Wim Schoutens
   • Geert Van Damme

   OriginalPaper 24 July 2010 Pages: 263 - 282

2. American options and callable bonds under stochastic interest rates and endogenous bankruptcy

   • João Pedro Vidal Nunes

   OriginalPaper 27 November 2010 Pages: 283 - 332

3. A remark on static hedging of options written on the last exit time

   • Yuri Imamura

   OriginalPaper 17 November 2010 Pages: 333 - 347

4. A recombining lattice option pricing model that relaxes the assumption of lognormality

   • Dasheng Ji
   • B. Wade Brorsen

   OriginalPaper 21 December 2010 Pages: 349 - 367