Sub-Replication and Replenishing Premium: Efficient Pricing of Multi-State Lookbacks Hoi Ying WongYue Kuen Kwok OriginalPaper Pages: 83 - 106
On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives Manuel MorenoJavier F. Navas OriginalPaper Pages: 107 - 128
Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields Carl ChiarellaOh Kang Kwon OriginalPaper Pages: 129 - 155