Review of Derivatives Research

Heterogeneity and Option Pricing
pp. 7-27(21)
Authors: Benninga S.; Mayshar J.

Option Bounds and the Pricing of the Volatility Smile
pp. 29-53(25)
Authors: Masson J.; Perrakis S.

Credit Events and the Valuation of Credit Derivatives of Basket Type
pp. 55-79(25)
Authors: Kijima M.; Muromachi Y.

Valuation of a Credit Swap of the Basket Type
pp. 81-97(17)
Author: Kijima M.