1. An empirical analysis of alternative recovery risk models and implied recovery rates

   • Frank Xiaoling Zhang

   OriginalPaper 10 October 2009 Pages: 101 - 124

2. A forward started jump-diffusion model and pricing of cliquet style exotics

   • Gabriel G. Drimus

   OriginalPaper 20 September 2009 Pages: 125 - 140

3. Pricing swaps and options on quadratic variation under stochastic time change models—discrete observations case

   • Andrey Itkin
   • Peter Carr

   OriginalPaper 08 November 2009 Pages: 141 - 176

4. A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes

   • Minqiang Li

   OriginalPaper 16 October 2009 Pages: 177 - 217