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57. Hedging and portfolio optimization in illiquid financial markets. (2002). Bank, Peter ; Baum, Dietmar .
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58. Large Investors, takeovers, and the rule of law. (2002). Rogers, Leonard ; Rogers L. G. G., ; Heritage J. P., .
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59. Asymmetric Smiles, Leverage Effects and Structural Parameters.. (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
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61. Noise Traders? Trigger Rates, FX Options, and Smiles. (2000). Pierdzioch, Christian.
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62. Post-87 crash fears in the S&P 500 futures option market. (2000). Bates, David S..
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63. Modelling the Stochastic Dynamics of Volatility for Equity Indices. (1999). Platen, Eckhard ; Hurst, S. ; Heath, David.
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64. Perfect option hedging for a large trader. (1998). Frey, Rudiger.
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65. Discrete time option pricing with flexible volatility estimation. (1997). Hafner, Christian ; Hardle, Wolfgang.
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66. Derivative Security Induced Price Manipulation. (). Gallmeyer, Michael ; Seppi, Duane .
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