Review of Derivatives Research

Variable Purchase Options
pp. 219-230(12)
Author: Handley J.C.

Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
pp. 231-262(32)
Authors: Andersen L.; Andreasen J.

Drift Estimation of Generalized Security Price Processes from High Frequency Derivative Prices
pp. 263-284(22)
Author: Pandher G.S.

Dividend Forecast Biases in Index Option Valuation
pp. 285-303(19)
Authors: Chance D.M.; Kumar R.; Rich D.