Exact solutions for bond and option prices with systematic jump risk Sanjiv Ranjan DasSilverio Foresi OriginalPaper Pages: 7 - 24
The valuation and behavior of black-scholes options subject to intertemporal default risk Don Rich OriginalPaper Pages: 25 - 59
An alternative approach to the valuation of American options and applications In Joon KimG. George Yu OriginalPaper Pages: 61 - 85
On pricing kernels and finite-state variable Heath Jarrow Morton models George PennacchiPeter RitchkenL. Sankarasubramanian OriginalPaper Pages: 87 - 99