1. Valuation of FX barrier options under stochastic volatility

   • David Heath
   • Eckhard Platen

   OriginalPaper Pages: 195 - 215

2. A preference free partial differential equation for the term structure of interest rates

   • Carl Chiarella
   • Nadima El-Hassan

   OriginalPaper Pages: 217 - 238

3. A note on the no arbitrage condition for international financial markets

   • Freddy Delbaen
   • Hiroshi Shirakawa

   OriginalPaper Pages: 239 - 251

4. Pricing and hedging power options

   • Ronald C. Heynen
   • Harry M. Kat

   OriginalPaper Pages: 253 - 261

5. A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany

   • Isao Shoji
   • Tohru Ozaki

   OriginalPaper Pages: 263 - 275