Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach João Pedro Vidal NunesLes ClewlowStewart Hodges OriginalPaper Pages: 5 - 66
An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims Antonio Camara OriginalPaper Pages: 67 - 83
A Refined Binomial Lattice for Pricing American Asian Options Prasad ChalasaniSomesh JhaAshok Varikooty OriginalPaper Pages: 85 - 105