Review of Derivatives Research

Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange
pp. 5-50(46)
Authors: Lucia J.J.; Schwartz E.S.

Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
pp. 51-80(30)
Authors: Christiansen C.; Strunk Hansen C.

Option Pricing Using Variance Gamma Markov Chains
pp. 81-115(35)
Authors: Konikov M.; Madan D.B.