Discrete-time bond and option pricing for jump-diffusion processes Sanjiv Ranjan Das OriginalPaper Pages: 211 - 243
American bond option pricing in one-factor dynamic term structure models Peter LØchte JØrgensen OriginalPaper Pages: 245 - 267
A tractable yield-curve model that guarantees positive interest rates Antoon Pelsser OriginalPaper Pages: 269 - 284
