Review of Derivatives Research

Asymmetric Information about Volatility: How Does it Affect Implied Volatility, Option Prices and Market Liquidity?
pp. 215-236(22)
Author: Nandi S.

Interest Rate Option Pricing With Volatility Humps
pp. 237-262(26)
Authors: Ritchken P.; Chuang I.

The Dynamics of the S&P 500 Implied Volatility Surface
pp. 263-282(20)
Authors: Skiadopoulos G.; Hodges S.; Clewlow L.

American Option Valuation under Stochastic Interest Rates
pp. 283-307(25)
Author: Chung S-L.