1. A universal lattice

   • Ren-Raw Chen
   • Tyler T. Yang

   OriginalPaper Pages: 115 - 133

2. Minimum option prices under decreasing absolute risk aversion

   • Kamlesh Mathur
   • Peter Ritchken

   OriginalPaper Pages: 135 - 156

3. Stochastic duration and fast coupon bond option pricing in multi-factor models

   • Claus Munk

   OriginalPaper Pages: 157 - 181

4. Options on the minimum or the maximum of two average prices

   • Xueping Wu
   • Jin E. Zhang

   OriginalPaper Pages: 183 - 204