1. An empirical comparison of GARCH option pricing models

   • K. C. Hsieh
   • P. Ritchken

   OriginalPaper 07 October 2006 Pages: 129 - 150

2. Stochastic dividend yields and derivatives pricing in complete markets

   • Abraham Lioui

   OriginalPaper 28 September 2006 Pages: 151 - 175

3. The bias in Black-Scholes/Black implied volatility: An analysis of equity and energy markets

   • James S. Doran
   • Ehud I. Ronn

   OriginalPaper 07 October 2006 Pages: 177 - 198