1. Fourier transformation and the pricing of average-rate derivatives

   • Nengjiu Ju
   • Rui Zhong

   OriginalPaper 26 October 2007 Pages: 187 - 212

2. Two-dimensional risk-neutral valuation relationships for the pricing of options

   • Guenter Franke
   • James Huang
   • Richard Stapleton

   OriginalPaper 21 September 2007 Pages: 213 - 237

3. Static versus dynamic hedges: an empirical comparison for barrier options

   • Bernd Engelmann
   • Matthias R. Fengler
   • Peter Schwendner

   OriginalPaper 30 October 2007 Pages: 239 - 264