Fourier transformation and the pricing of average-rate derivatives Nengjiu JuRui Zhong OriginalPaper 26 October 2007 Pages: 187 - 212
Two-dimensional risk-neutral valuation relationships for the pricing of options Guenter FrankeJames HuangRichard Stapleton OriginalPaper 21 September 2007 Pages: 213 - 237
Static versus dynamic hedges: an empirical comparison for barrier options Bernd EngelmannMatthias R. FenglerPeter Schwendner OriginalPaper 30 October 2007 Pages: 239 - 264