1. No Arbitrage Condition for Positive Diffusion Price Processes

   • Freddy Delbaen
   • Hiroshi Shirakawa

   OriginalPaper Pages: 159 - 168

2. Squared Bessel Processes and Their Applications to the Square Root Interest Rate Model

   • Hiroshi Shirakawa

   OriginalPaper Pages: 169 - 190

3. An Interest Rate Model with Upper and Lower Bounds

   • Freddy Delbaen
   • Hiroshi Shirakawa

   OriginalPaper Pages: 191 - 209

4. Pricing Derivatives in Zone Model

   • Takahiko Fujita

   OriginalPaper Pages: 211 - 215

5. Pricing American Put Options on Defaultable Bonds

   • Yoshifumi Muroi

   OriginalPaper Pages: 217 - 239

6. Market Efficiency and the Returns to Simple Technical Trading Rules: New Evidence from U.S. Equity Market and Chinese Equity Markets

   • Gary Gang Tian
   • Guang Hua Wan
   • Mingyuan Guo

   OriginalPaper Pages: 241 - 258

7. The Political Economy of Volatility Dynamics in the Hong Kong Stock Market

   • Wai Mun Fong
   • Seng Kee Koh

   OriginalPaper Pages: 259 - 282

8. Long-Term Memory and Applying the Multi-Factor ARFIMA Models in Financial Markets

   • Chikashi Tsuji

   OriginalPaper Pages: 283 - 304

9. A Prepayment Model for the Japanese Mortgage Loan Market: Prepayment-Type-Specific Parametric Model Approach

   • Toru Sugimura

   OriginalPaper Pages: 305 - 335

10. Author Index of Volume 9 2002

    Authors Index Pages: 345 - 345

11. Contents of Volume 9 2002

    Volume Contents Pages: 347 - 348