1. Making the best of best-of

   • Tristan Guillaume

   OriginalPaper 20 November 2008 Pages: 1 - 39

2. Stock options and managers’ incentives to cheat

   • Marc Chesney
   • Rajna Gibson

   OriginalPaper 15 November 2008 Pages: 41 - 59

3. Testing the martingale restriction for option implied densities

   • Thomas Busch

   OriginalPaper 18 November 2008 Pages: 61 - 81

4. Adaptive placement method on pricing arithmetic average options

   • Tian-Shyr Dai
   • Jr-Yan Wang
   • Hui-Shan Wei

   OriginalPaper 14 November 2008 Pages: 83 - 118

5. On improving the least squares Monte Carlo option valuation method

   • Nelson Areal
   • Artur Rodrigues
   • Manuel R. Armada

   OriginalPaper 22 November 2008 Pages: 119 - 151

6. Single name credit default swaptions meet single sided jump models

   • Henrik Jönsson
   • Wim Schoutens

   OriginalPaper Open access 26 November 2008 Pages: 153 - 169