| Issue Date | Title | Author(s) |
| Mar-2000 | Margin Rules, Informed Trading in Derivatives, and Price Dynamics | JOHN, Kose; KOTICHA, Apoorva; NARAYANAN, Ranga; SUBRAHMANYAM, Marti |
| 5-Nov-2001 | Pricing Credit Derivatives with Rating Transitions | Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
| 3-Oct-2001 | The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Sep-2001 | An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models In the Dollar Cap-Floor Markets | Gupta, Anurag; Subrahmanyam, Marti G. |
| 2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |
| 1-Jan-2003 | The Long-Run Behavior of Debt and Equity Underwriting Spreads | Kim, Dongcheol; Palia, Darius; Saunders, Anthony |
| 29-May-2008 | (Undefined) | - |
| Mar-2003 | A Simulation-Based Pricing Method for Convertible Bonds | Kind, Axel; Wilde, Christian |
| 13-May-2003 | Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes | Huang, Jing-zhi; Wu, Liuren |
| Oct-2005 | The Underlying Dynamics of Credit Correlations | Berd, Arthur; Engle, Robert; Voronov, Artem |
