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96-71	Kin Pang Calibration of Kennedy and Multi-Factor Gaussian HJM to Caps and Swaptions Prices	PDF
96-70	Luca Pappalardo Option Pricing and Smile Effect when Underlying Stock Prices are Driven by a Jump Process	PDF
96-69	Simon Babbs and Michael J P Selby Pricing by Arbitrage in Incomplete Markets	PDF
96-68	Les Clewlow and Stewart Hodges Optimal Delta-Hedging Under Transactions Costs	PDF
96-67	Les Clewlow and Chris Strickland Monte Carlo Valuation of Interest Rate Derivatives Under Stochastic Volatility	PDF
96-66	*Revision of WF91/28 Les Clewlow and Andrew Carverhill A Note on the Efficiency of the Binomial Option Pricing Model	PDF
96-65	Stewart Hodges and Michael J P Selby The Risk Premium in Trading Equilibria which Support Black-Scholes Option Pricing	PDF
96-64	Anthony Neuberger and Stewart Hodges Equilibrium and the Role of Options in an Economy with Stochastic Volatility	PDF
96-63	Silio Aparicio and Stewart Hodges Martingale Restriction Tests of Option Pricing Models and their Interpretation	PDF