Minimum option prices under decreasing absolute risk aversion Kamlesh MathurPeter Ritchken OriginalPaper Pages: 135 - 156
Stochastic duration and fast coupon bond option pricing in multi-factor models Claus Munk OriginalPaper Pages: 157 - 181
Options on the minimum or the maximum of two average prices Xueping WuJin E. Zhang OriginalPaper Pages: 183 - 204