1. Option pricing using a binomial model with random time steps (A formal model of gamma hedging)

   • Heike Dengler
   • Robert A. Jarrow

   OriginalPaper Pages: 107 - 138

2. Index-option pricing with stochastic volatility and the value of accurate variance forecasts

   • Robert F. Engle
   • Alex Kane
   • Jaesun Noh

   OriginalPaper Pages: 139 - 157

3. Valuing foreign exchange rate derivatives with a bounded exchange process

   • Jonathan E. Ingersoll Jr.

   OriginalPaper Pages: 159 - 181

4. American stochastic volatility call option pricing: A lattice based approach

   • Thomas J. Finucane
   • Michael J. Tomas

   OriginalPaper Pages: 183 - 201