Review of Derivatives Research

State-Dependent Realignments in Target Zone Currency Regimes
pp. 295-323(29)
Authors: Christensen P.O.; Lando D.; Miltersen K.R.

On Rational Jump Diffusion Models: An Approach Using Potentials
pp. 325-349(25)
Authors: Burnetas A.N.; Ritchken P.

On the Behavior of Long Zero Coupon Rates in a No Arbitrage Framework
pp. 351-369(19)
Authors: Karoui N.E.; Frachot A.; Geman H.

Estimating Value-at-Risk with a Precision Measure by Combining Kernel Estimation with Historical Simulation
pp. 371-390(20)
Authors: Butler J.S.; Schachter B.