Review of Derivatives Research

Editorial
pp. 259-259(1)

Stock Index Dynamics and Derivatives Pricing with Stochastic Interest Rates
pp. 261-285(25)
Author: Sorensen C.

Pricing of Non-redundant Derivatives in a Complete Market
pp. 287-314(28)
Authors: Bizid A.; Jouini E.; Koehl P-F.

Calibration of Gaussian Heath, Jarrow and Morton and Random Field Interest Rate Term Structure Models
pp. 315-345(31)
Author: Pang K.