1. A Stochastic Correlation Model with Mean Reversion for Pricing Multi-Asset Options

   • Jun Ma

   OriginalPaper 18 April 2009 Pages: 97 - 109

2. Evaluation of the MEMM, Parameter Estimation and Option Pricing for Geometric Lévy Processes

   • Masatoshi Fujisaki
   • Dewei Zhang

   OriginalPaper 08 May 2009 Pages: 111 - 139

3. Informational Efficiency: Which Institutions Matter?

   • Tao Chen

   OriginalPaper 17 May 2009 Pages: 141 - 168