3. Hall, A. D., Kofman, P. and Guido, R., "Limits to Linear Price Behaviour: Target zones for futures prices regulated by limits"; December 1998.
(265 Kb)
Abstract

2. Clewlow, L. and Strickland, C., "Pricing Interest Rate Exotics in Multi-Factor Gaussian Interest Rate Models"; December 1998.
(218 Kb)
Abstract

1. Heath, D., Platen, E. and Schweizer M.,"Comparison of Some Key Approaches to Hedging in Incomplete Markets"; December 1998.
Abstract