1. Sub-Replication and Replenishing Premium: Efficient Pricing of Multi-State Lookbacks

   • Hoi Ying Wong
   • Yue Kuen Kwok

   OriginalPaper Pages: 83 - 106

2. On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives

   • Manuel Moreno
   • Javier F. Navas

   OriginalPaper Pages: 107 - 128

3. Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields

   • Carl Chiarella
   • Oh Kang Kwon

   OriginalPaper Pages: 129 - 155