Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing Leif AndersenJesper Andreasen OriginalPaper Pages: 231 - 262
Drift Estimation of Generalized Security Price Processes from High Frequency Derivative Prices Gurupdesh S. Pandher OriginalPaper Pages: 263 - 284
Dividend Forecast Biases in Index Option Valuation Don M. ChanceRaman KumarDon Rich OriginalPaper Pages: 285 - 303