Volume 9, Issue 3 | Review of Derivatives Research

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Volume 9, Issue 3

November 2006

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3 articles in this issue

Fourier transformation and the pricing of average-rate derivatives
Nengjiu Ju
Rui Zhong
OriginalPaper 26 October 2007 Pages: 187 - 212
Two-dimensional risk-neutral valuation relationships for the pricing of options
Guenter Franke
James Huang
Richard Stapleton
OriginalPaper 21 September 2007 Pages: 213 - 237
Static versus dynamic hedges: an empirical comparison for barrier options
Bernd Engelmann
Matthias R. Fengler
Peter Schwendner
OriginalPaper 30 October 2007 Pages: 239 - 264