1. Efficient Option Replication in the Presence of Transactions Costs

   • Lionel Martellini

   OriginalPaper Pages: 107 - 131

2. Dynamic Volatility Trading Strategies in the Currency Option Market

   • Dajiang Guo

   OriginalPaper Pages: 133 - 154

3. Tighter Option Bounds from Multiple Exercise Prices

   • Peter J. Ryan

   OriginalPaper Pages: 155 - 188

4. Effects of Callable Feature on Early Exercise Policy

   • Yue Kuen Kwok
   • Lixin Wu

   OriginalPaper Pages: 189 - 211