Banks' option to lend, interest rate sensitivity, and credit availability Iftekhar HasanSudipto Sarkar OriginalPaper Pages: 213 - 250
Valuation of commodity derivatives in a new multi-factor model Xuemin (Sterling) Yan OriginalPaper Pages: 251 - 271
Convergence of numerical methods for valuing path-dependent options using interpolation P. A. ForsythK. R. VetzalR. Zvan OriginalPaper Pages: 273 - 314