A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation Vicky HendersonDavid HobsonTino Kluge OriginalPaper Pages: 5 - 25
A Continuous Time Model to Price Commodity-Based Swing Options M. Dahlgren OriginalPaper Pages: 27 - 47
Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis Mariano CanÉ De EstradaElsa CortinaJavier Di Fiori OriginalPaper Pages: 49 - 60
