| Volume 3 / Number 4, Summer 2000
On the valuation of double-barrier options: computational aspects
by M. Schrφder 
Pricing discretely monitored barrier options
by M. A. Sullivan
Asset price distributions inferred from linear inverse theory aspects
by P. W. Buchen & M. F. Kelly
The GARCH option pricing model: a lattice approach
by N. Cakichi & K. Topyan
Volume 3 / Number 3, Spring 2000
LIBOR market models in practice
by J. Sidenius
Fast and accurate analytical approximation of bond prices when short
interest rates are lognormal
by A. T. Hansen and P. L. Jorgensen
The reduction of forward rate dependent volatility HJM models to Markovian
form: pricing European bond options
by R. Bhar, C. CHiarella, N. El-Hassan and X. Zheng
A new integral representation of the early excercise boundary for American
put options
by T. Little, V. Pant and C. Hou
Volume 3 / Number 2, Winter 1999/2000 A simple approach to the pricing of Bermudan swaptions in the multifactor
LIBOR market model
by L. Andersen
A canonical optimal stopping problem for American options and its numerical
solution
by F. AitSahlia & T. Leung Lai
Hopscotch methods for two-state financial models
by A. Kurpiel & T. Roncalli
An application of natural resource evaluation using a simulation
dynamic programming approach
by A. Castillo-Ramirez
Volume 3 / Number 1, Fall 1999 Fast greeks by simulation in forward LIBOR models
by P. Glasserman, X. Zhao
Discrete Asian barrier options
by R. Zvan, P. A. Forsyth, K. R. Vetzal
Pricing near the barrier: the case of discrete knock-out options
by M. Steiner, M. Wallmeier, R. Hafner
The singularity-separating method for two-factor convertible bonds
by Y.-I. Zhu, Y. Sun
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