Review of Derivatives Research

Option Pricing Using a Binomial Model with Random Time Steps (A Formal Model of Gamma Hedging)
pp. 107-138(32)
Authors: Dengler H.; Jarrow R.A.

Index-Option Pricing with Stochastic Volatility and the Value of Accurate Variance Forecasts ^*
pp. 139-157(19)
Authors: Engle R.F.; Kane A.; Noh J.

Valuing Foreign Exchange Rate Derivatives with a Bounded Exchange Process †
pp. 159-181(23)
Authors: Ingersoll J.E.; Jr.

American Stochastic Volatility Call Option Pricing: A Lattice Based Approach
pp. 183-201(19)
Authors: Finucane T.J.; Tomas M.J.