1. Microstructural biases in empirical tests of option pricing models

   • Patrick Dennis
   • Stewart Mayhew

   OriginalPaper 13 June 2009 Pages: 169 - 191

2. Auto-static for the people: risk-minimizing hedges of barrier options

   • Johannes Siven
   • Rolf Poulsen

   OriginalPaper 01 August 2009 Pages: 193 - 211

3. A tale of two volatilities

   • Dilip B. Madan

   OriginalPaper 09 June 2009 Pages: 213 - 230