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92-35 Les Clewlow and Xinzhong Xu
A Review of Option Pricing with Stochastic Volatilityl

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92-34 Les Clewlow, Stewart Hodges, Michael Selby, Chris Strickland and Xinzhong Xu
Recent Developments in Derivative Securities
In Financial Markets Institutions and Instruments 1, No 5, 1992

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92-33 Xinzhong Xu and Stephen Taylor
Conditional Volatility and the Informational Efficiency of the PHLX Currency Options Market
Journal of Banking & Finance Volume 19, Issue 5, August 1995, 803–821.

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92-32 Xinzhong Xu and Stephen Taylor
The Term Structure of Volatility Implied by Foreign Exchange Options
Journal of Financial and Quantitative Analysis

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92-31 Stewart Hodges and Andrew Carverhill
The Characterization of Economic Equilibria Which Support Black-Scholes Option Pricing 
In Economic Journal, March 1993

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92-30 Les Clewlow and Andrew Carverhill
Efficient Monte Carlo Valuation and Hedging of Contingent Claims

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92-29 Stewart Hodges
Current Research on Derivative Products
In The Treasurer, November 1991, 6-9

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92-20 Nick Webber
The Term Structure of Spot Rate Volatility and the Behaviour of Interest Rate Processes

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92-19 Stewart Hodges
Do Derivative Instruments Increase Market Volatility?
In Options: Recent Advances in Theory and Practice, Volume 2 (Ed: S D Hodges), Manchester University Press, 1992, 194-214
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Hodges S D (Ed), Options: Recent Advances in Theory and Practice Volume 2, Manchester University Press, 199