Review of Derivatives Research

Interest Rate Derivatives in a Duffie and Kan Model with Stochastic Volatility: An Arrow-Debreu Pricing Approach
pp. 5-66(62)
Authors: Nunes J.P.V.; Clewlow L.; Hodges S.

An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims
pp. 67-83(17)
Author: Camara A.

A Refined Binomial Lattice for Pricing American Asian Options
pp. 85-105(21)
Authors: Chalasani P.; Jha S.; Egriboyun F.; Varikooty A.