American options and callable bonds under stochastic interest rates and endogenous bankruptcy João Pedro Vidal Nunes OriginalPaper 27 November 2010 Pages: 283 - 332
A remark on static hedging of options written on the last exit time Yuri Imamura OriginalPaper 17 November 2010 Pages: 333 - 347
A recombining lattice option pricing model that relaxes the assumption of lognormality Dasheng JiB. Wade Brorsen OriginalPaper 21 December 2010 Pages: 349 - 367