Asymmetric information about volatility: How does it affect implied volatility, option prices and market liquidity? Saikat Nandi OriginalPaper Pages: 215 - 236
Interest rate option pricing with volatility humps Peter RitchkenIyuan Chuang OriginalPaper Pages: 237 - 262
The Dynamics of the S&P 500 Implied Volatility Surface George SkiadopoulosStewart HodgesLes Clewlow OriginalPaper Pages: 263 - 282
American option valuation under stochastic interest rates San-Lin Chung OriginalPaper Pages: 283 - 307