1. Asymmetric information about volatility: How does it affect implied volatility, option prices and market liquidity?

   • Saikat Nandi

   OriginalPaper Pages: 215 - 236

2. Interest rate option pricing with volatility humps

   • Peter Ritchken
   • Iyuan Chuang

   OriginalPaper Pages: 237 - 262

3. The Dynamics of the S&P 500 Implied Volatility Surface

   • George Skiadopoulos
   • Stewart Hodges
   • Les Clewlow

   OriginalPaper Pages: 263 - 282

4. American option valuation under stochastic interest rates

   • San-Lin Chung

   OriginalPaper Pages: 283 - 307