Stock index dynamics and derivatives pricing with stochastic interest rates Carsten Sørensen OriginalPaper Pages: 261 - 285
Pricing of non-redundant derivatives in a complete market Abdelhamid BizidElyès JouiniPierre -François Koehl OriginalPaper Pages: 287 - 314
Calibration of Gaussian heath, Jarrow and Morton and random field interest rate term structure models Kin Pang OriginalPaper Pages: 315 - 345