Review of Derivatives Research

Sub-Replication and Replenishing Premium: Efficient Pricing of Multi-State Lookbacks
pp. 83-106(24)
Authors: Wong H.Y.; Kwok Y.K.

On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives
pp. 107-128(22)
Authors: Moreno M.; Navas J.F.

Finite Dimensional Affine Realisations of HJM Models in Terms of Forward Rates and Yields
pp. 129-155(27)
Authors: Chiarella C.; Kwon O.K.