Review of Derivatives Research

Calibration and hedging under jump diffusion
pp. 1-35(35)
Authors: He, C.; Kennedy, J.; Coleman, T.; Forsyth, P.; Li, Y.; Vetzal, K.

Price discovery in the U.S. stock and stock options markets: A portfolio approach
pp. 37-65(29)
Authors: Holowczak, Richard; Simaan, Yusif; Wu, Liuren

Valuing reload options
pp. 67-105(39)
Author: Ingersoll, Jonathan