1. Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach

   • João Pedro Vidal Nunes
   • Les Clewlow
   • Stewart Hodges

   OriginalPaper Pages: 5 - 66

2. An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims

   • Antonio Camara

   OriginalPaper Pages: 67 - 83

3. A Refined Binomial Lattice for Pricing American Asian Options

   • Prasad Chalasani
   • Somesh Jha
   • Ashok Varikooty

   OriginalPaper Pages: 85 - 105