A Model of the Convenience Yields in On-the-Run Treasuries Joseph A. CherianEric JacquierRobert A. Jarrow OriginalPaper Pages: 79 - 97
On the Information in the Interest Rate Term Structure and Option Prices Frank de JongJoost DriessenAntoon Pelsser OriginalPaper Pages: 99 - 127
Assessing the Least Squares Monte-Carlo Approach to American Option Valuation Lars Stentoft OriginalPaper Pages: 129 - 168
Pricing the Risks of Default: A Note on Madan and Unal Peter GrundkeKarl O. Riedel OriginalPaper Pages: 169 - 173