Theory of Storage and the Pricing of Commodity Claims Martin J. NielsenEduardo S. Schwartz OriginalPaper Pages: 5 - 24
Option Pricing Bounds and the Elasticity of the Pricing Kernel James Huang OriginalPaper Pages: 25 - 51
Lean Trees—A General Approach for Improving Performance of Lattice Models for Option Pricing Rainer BauleMarco Wilkens OriginalPaper Pages: 53 - 72